-92.4%
MSTU vs BB
+269.3%
-361.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.4% | -2.6% | -3.2% |
| 7D | -25.8% | +1.8% | -27.6% | -26.9% |
| 30D | -43.9% | +8.1% | -52.0% | -45.7% |
| 3M | +2.9% | -1.0% | +3.9% | +7.1% |
| 6M | -75.5% | +45.9% | -121.4% | -84.3% |
| YTD | -76.7% | +134.8% | -211.6% | -90.7% |
| 1Y | -88.9% | +104.6% | -193.5% | -95.0% |
| All | -92.4% | +269.3% | -361.7% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling