-92.7%
MSTU vs BG
+50.1%
-142.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.4% |
| 7D | +21.3% | +2.8% | +18.5% | +21.5% |
| 30D | +90.8% | +12.0% | +78.8% | +90.6% |
| 3M | -6.8% | -7.7% | +0.9% | -4.5% |
| 6M | -39.8% | +4.5% | -44.3% | -42.2% |
| YTD | -55.7% | +35.7% | -91.4% | -61.9% |
| 1Y | -92.7% | +50.1% | -142.7% | -93.9% |
| All | -92.7% | +50.1% | -142.8% | -93.9% |
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