-87.5%
MSTU vs BDX
+3.3%
-90.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.8% |
| 7D | +12.9% | -3.6% | +16.5% | +14.7% |
| 30D | +68.3% | +0.7% | +67.7% | +68.2% |
| 3M | +0.4% | +19.0% | -18.6% | -6.8% |
| 6M | -41.5% | +10.8% | -52.3% | -43.3% |
| YTD | -61.7% | +20.1% | -81.9% | -65.0% |
| 1Y | -93.7% | +23.1% | -116.7% | -94.3% |
| All | -87.5% | +3.3% | -90.9% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling