-92.4%
MSTU vs BEN
+100.7%
-193.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.5% | -5.8% |
| 7D | -25.8% | +6.8% | -32.6% | -35.4% |
| 30D | -43.9% | +18.0% | -61.8% | -58.4% |
| 3M | +2.9% | +7.5% | -4.6% | -7.5% |
| 6M | -75.5% | +14.7% | -90.2% | -80.3% |
| YTD | -76.7% | +56.1% | -132.8% | -89.2% |
| 1Y | -88.9% | +69.6% | -158.5% | -95.6% |
| All | -92.4% | +100.7% | -193.1% | -97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling