-94.0%
MSTU vs BB
+101.1%
-195.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.7% | -4.1% | -5.6% |
| 7D | -22.0% | -2.1% | -19.9% | -21.3% |
| 30D | +60.3% | -16.0% | +76.3% | +73.1% |
| 3M | -3.7% | -14.5% | +10.8% | -1.2% |
| 6M | -45.2% | +118.6% | -163.7% | -76.8% |
| YTD | -64.3% | +98.9% | -163.3% | -83.5% |
| 1Y | -94.0% | +99.5% | -193.5% | -96.7% |
| All | -94.0% | +101.1% | -195.1% | -96.7% |
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