-87.2%
MSTU vs BG
+7.2%
-94.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.4% | +7.9% | +11.5% |
| 7D | -4.8% | -3.8% | -1.1% | -6.9% |
| 30D | -29.6% | -9.6% | -20.0% | -33.2% |
| 3M | +69.4% | -8.5% | +77.9% | +55.0% |
| 6M | -62.2% | -23.0% | -39.2% | -64.8% |
| YTD | -61.1% | +10.9% | -71.9% | -74.6% |
| 1Y | -87.2% | +6.0% | -93.1% | -91.3% |
| All | -87.2% | +7.2% | -94.4% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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