-93.8%
MSTU vs BG
+53.0%
-146.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +3.1% |
| 7D | -16.6% | +3.1% | -19.7% | -15.8% |
| 30D | +69.7% | +10.2% | +59.5% | +72.0% |
| 3M | -7.5% | -1.7% | -5.8% | -4.9% |
| 6M | -43.1% | +1.0% | -44.1% | -42.6% |
| YTD | -63.0% | +39.9% | -102.9% | -67.5% |
| 1Y | -93.8% | +53.2% | -147.0% | -94.6% |
| All | -93.8% | +53.0% | -146.7% | -94.6% |
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