-87.2%
MSTU vs BAH
+6.2%
-93.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.9% | +9.9% |
| 7D | -4.8% | +5.8% | -10.6% | -6.9% |
| 30D | -29.6% | +28.7% | -58.3% | -36.5% |
| 3M | +69.4% | +20.9% | +48.5% | +55.4% |
| 6M | -62.2% | +15.2% | -77.4% | -64.6% |
| YTD | -61.1% | +7.1% | -68.1% | -61.1% |
| 1Y | -87.2% | +6.4% | -93.5% | -87.4% |
| All | -87.2% | +6.2% | -93.3% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling