-93.8%
MSTU vs BEN
+45.3%
-139.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -16.6% | -3.1% | -13.5% | -12.2% |
| 30D | +69.7% | +0.2% | +69.5% | +71.0% |
| 3M | -7.5% | +6.8% | -14.3% | -14.3% |
| 6M | -43.1% | +38.1% | -81.2% | -62.8% |
| YTD | -63.0% | +44.3% | -107.4% | -75.1% |
| 1Y | -93.8% | +42.6% | -136.4% | -96.0% |
| All | -93.8% | +45.3% | -139.1% | -96.0% |
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