-92.7%
MSTU vs BB
+105.3%
-198.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +21.3% | -5.6% | +27.0% | +24.8% |
| 30D | +90.8% | -11.8% | +102.6% | +102.0% |
| 3M | -6.8% | -25.5% | +18.8% | +4.4% |
| 6M | -39.8% | +121.3% | -161.1% | -74.6% |
| YTD | -55.7% | +103.2% | -158.8% | -79.7% |
| 1Y | -92.7% | +102.6% | -195.3% | -95.6% |
| All | -92.7% | +105.3% | -198.0% | -95.6% |
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