-93.8%
MSTU vs BDX
+22.7%
-116.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.4% |
| 7D | -16.6% | -3.2% | -13.4% | -16.1% |
| 30D | +69.7% | -2.5% | +72.3% | +70.1% |
| 3M | -7.5% | +21.4% | -28.9% | -8.9% |
| 6M | -43.1% | +10.4% | -53.5% | -40.8% |
| YTD | -63.0% | +18.8% | -81.9% | -64.5% |
| 1Y | -93.8% | +21.7% | -115.5% | -93.6% |
| All | -93.8% | +22.7% | -116.5% | -93.6% |
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