-90.3%
MSTU vs BAH
-41.6%
-48.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.6% | -6.7% | -5.7% |
| 7D | -9.3% | -1.5% | -7.8% | -8.9% |
| 30D | -38.3% | +17.3% | -55.5% | -43.3% |
| 3M | +24.0% | +14.9% | +9.2% | +14.3% |
| 6M | -72.1% | +14.2% | -86.3% | -74.4% |
| YTD | -70.2% | +5.1% | -75.3% | -71.3% |
| 1Y | -89.6% | +2.1% | -91.7% | -89.9% |
| All | -90.3% | -41.6% | -48.7% | -91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling