-88.0%
MSTU vs BDX
+2.2%
-90.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.2% |
| 7D | -16.6% | -3.2% | -13.4% | -15.4% |
| 30D | +69.7% | -2.5% | +72.3% | +71.8% |
| 3M | -7.5% | +21.4% | -28.9% | -15.0% |
| 6M | -43.1% | +10.4% | -53.5% | -44.8% |
| YTD | -63.0% | +18.8% | -81.9% | -66.1% |
| 1Y | -93.8% | +21.7% | -115.5% | -94.4% |
| All | -88.0% | +2.2% | -90.2% | -88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling