-88.0%
MSTU vs BB
+218.3%
-306.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.4% |
| 7D | -16.6% | -0.4% | -16.2% | -16.4% |
| 30D | +69.7% | -12.5% | +82.2% | +87.4% |
| 3M | -7.5% | -17.4% | +10.0% | -2.0% |
| 6M | -43.1% | +119.1% | -162.3% | -77.8% |
| YTD | -63.0% | +102.4% | -165.4% | -84.0% |
| 1Y | -93.8% | +98.2% | -192.0% | -97.3% |
| All | -88.0% | +218.3% | -306.2% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling