-87.2%
MSTU vs BDX
+54.0%
-141.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.6% | +4.8% | +9.6% |
| 7D | -4.8% | +7.2% | -12.0% | -5.5% |
| 30D | -29.6% | +15.8% | -45.3% | -30.1% |
| 3M | +69.4% | +23.7% | +45.7% | +69.3% |
| 6M | -62.2% | +44.8% | -107.1% | -61.6% |
| YTD | -61.1% | +39.8% | -100.8% | -59.9% |
| 1Y | -87.2% | +52.3% | -139.5% | -85.6% |
| All | -87.2% | +54.0% | -141.2% | -85.6% |
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