-87.2%
MSTU vs BEN
+56.2%
-143.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.7% | +5.7% | +2.0% |
| 7D | -4.8% | +6.7% | -11.6% | -14.6% |
| 30D | -29.6% | +3.0% | -32.6% | -32.2% |
| 3M | +69.4% | -4.3% | +73.7% | +85.6% |
| 6M | -62.2% | +16.4% | -78.6% | -68.5% |
| YTD | -61.1% | +46.8% | -107.8% | -73.3% |
| 1Y | -87.2% | +57.3% | -144.5% | -91.4% |
| All | -87.2% | +56.2% | -143.4% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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