-86.8%
MSTU vs BAH
-51.5%
-35.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.9% | -7.7% | -8.2% |
| 7D | +16.1% | -4.3% | +20.5% | +18.9% |
| 30D | +68.7% | -4.5% | +73.1% | +72.2% |
| 3M | -11.0% | -7.6% | -3.4% | -7.8% |
| 6M | -33.4% | -10.6% | -22.8% | -31.0% |
| YTD | -59.5% | -12.6% | -46.9% | -56.7% |
| 1Y | -93.4% | -27.0% | -66.4% | -92.2% |
| All | -86.8% | -51.5% | -35.4% | -86.7% |
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