-88.4%
MSTU vs BEN
+85.6%
-174.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.4% | -4.3% |
| 7D | -22.0% | +0.3% | -22.3% | -22.7% |
| 30D | +60.3% | +0.9% | +59.4% | +59.6% |
| 3M | -3.7% | +9.2% | -12.9% | -16.2% |
| 6M | -45.2% | +36.8% | -82.0% | -68.4% |
| YTD | -64.3% | +44.4% | -108.7% | -81.1% |
| 1Y | -94.0% | +45.8% | -139.9% | -96.9% |
| All | -88.4% | +85.6% | -174.0% | -96.4% |
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 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