-94.1%
MSTU vs BIYA
-99.8%
+5.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -3.2% |
| 7D | +21.3% | +1.3% | +20.0% | +21.3% |
| 30D | +90.8% | -21.0% | +111.8% | +90.3% |
| 3M | -6.8% | -74.3% | +67.6% | -7.4% |
| 6M | -39.8% | -84.6% | +44.8% | -39.9% |
| YTD | -55.7% | -94.2% | +38.5% | -52.8% |
| 1Y | -92.7% | -98.2% | +5.6% | -91.6% |
| All | -94.1% | -99.8% | +5.6% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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