-87.2%
MSTU vs BB
+88.0%
-175.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +7.0% | +3.4% | +6.2% |
| 7D | -4.8% | -6.8% | +2.0% | -0.3% |
| 30D | -29.6% | -3.5% | -26.0% | -26.8% |
| 3M | +69.4% | -1.2% | +70.6% | +73.4% |
| 6M | -62.2% | +57.0% | -119.2% | -74.3% |
| YTD | -61.1% | +131.1% | -192.2% | -84.1% |
| 1Y | -87.2% | +87.6% | -174.7% | -92.4% |
| All | -87.2% | +88.0% | -175.1% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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