-87.5%
MSTU vs BAH
-51.4%
-36.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.6% | -5.5% |
| 7D | +12.9% | -1.3% | +14.2% | +13.9% |
| 30D | +68.3% | -6.6% | +75.0% | +74.0% |
| 3M | +0.4% | -7.2% | +7.5% | +3.6% |
| 6M | -41.5% | -10.0% | -31.5% | -39.7% |
| YTD | -61.7% | -12.5% | -49.3% | -59.1% |
| 1Y | -93.7% | -27.9% | -65.8% | -92.5% |
| All | -87.5% | -51.4% | -36.1% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling