-86.8%
MSTU vs BG
+34.8%
-121.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +4.4% | -13.0% | -9.8% |
| 7D | +16.1% | +2.4% | +13.8% | +15.0% |
| 30D | +68.7% | +15.0% | +53.6% | +58.4% |
| 3M | -11.0% | -0.7% | -10.3% | -10.8% |
| 6M | -33.4% | +7.5% | -40.9% | -38.0% |
| YTD | -59.5% | +41.6% | -101.1% | -69.0% |
| 1Y | -93.4% | +50.7% | -144.0% | -95.2% |
| All | -86.8% | +34.8% | -121.6% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling