-92.0%
MSTU vs BEN
+99.8%
-191.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.2% | -11.7% | -10.7% |
| 7D | -23.0% | +11.3% | -34.3% | -38.6% |
| 30D | -47.7% | +15.0% | -62.7% | -59.2% |
| 3M | +12.5% | +7.8% | +4.7% | +0.6% |
| 6M | -76.1% | +15.5% | -91.6% | -81.0% |
| YTD | -75.5% | +55.4% | -130.9% | -88.5% |
| 1Y | -90.1% | +63.3% | -153.3% | -95.8% |
| All | -92.0% | +99.8% | -191.8% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling