-92.7%
MSTU vs BDX
+27.3%
-120.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -2.9% |
| 7D | +21.3% | -2.5% | +23.9% | +21.8% |
| 30D | +90.8% | +8.3% | +82.6% | +89.2% |
| 3M | -6.8% | +24.4% | -31.2% | -8.9% |
| 6M | -39.8% | +9.2% | -49.0% | -36.9% |
| YTD | -55.7% | +22.7% | -78.4% | -57.7% |
| 1Y | -92.7% | +25.9% | -118.5% | -92.6% |
| All | -92.7% | +27.3% | -120.0% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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