-88.0%
MSTU vs AUR
+35.9%
-123.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.6% |
| 7D | -16.6% | +1.4% | -18.0% | -17.4% |
| 30D | +69.7% | -6.4% | +76.1% | +75.7% |
| 3M | -7.5% | +7.7% | -15.2% | -11.7% |
| 6M | -43.1% | +44.5% | -87.6% | -55.4% |
| YTD | -63.0% | +67.4% | -130.5% | -72.8% |
| 1Y | -93.8% | +15.4% | -109.2% | -94.3% |
| All | -88.0% | +35.9% | -123.9% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling