-76.1%
MSTU vs BAH
+16.7%
-92.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.5% | -12.4% | -12.9% |
| 7D | -23.0% | -3.2% | -19.8% | -22.9% |
| 30D | -47.7% | +19.5% | -67.2% | -49.6% |
| 3M | +12.5% | +11.1% | +1.4% | +9.1% |
| 6M | -76.1% | +16.3% | -92.4% | -78.1% |
| All | -76.1% | +16.7% | -92.7% | -78.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling