-88.4%
MSTU vs BG
+35.6%
-123.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.7% | -7.0% |
| 7D | -22.0% | +3.7% | -25.7% | -22.9% |
| 30D | +60.3% | +12.3% | +48.0% | +52.4% |
| 3M | -3.7% | -2.2% | -1.5% | -2.5% |
| 6M | -45.2% | +5.3% | -50.5% | -48.1% |
| YTD | -64.3% | +42.4% | -106.7% | -72.7% |
| 1Y | -94.0% | +55.2% | -149.2% | -95.8% |
| All | -88.4% | +35.6% | -123.9% | -90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling