-85.6%
MSTU vs BLDR
-66.6%
-19.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -4.8% |
| 7D | +21.3% | -2.8% | +24.2% | +23.9% |
| 30D | +90.8% | -13.3% | +104.1% | +108.6% |
| 3M | -6.8% | -12.3% | +5.5% | -5.0% |
| 6M | -39.8% | -31.5% | -8.4% | -24.9% |
| YTD | -55.7% | -36.1% | -19.6% | -44.2% |
| 1Y | -92.7% | -54.1% | -38.6% | -87.2% |
| All | -85.6% | -66.6% | -19.0% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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