-90.1%
MSTU vs BN
-9.6%
-80.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.0% | -11.9% | -11.0% |
| 7D | -23.0% | -0.3% | -22.7% | -22.9% |
| 30D | -47.7% | +13.6% | -61.2% | -59.5% |
| 3M | +12.5% | -6.7% | +19.2% | +29.6% |
| 6M | -76.1% | -9.0% | -67.1% | -70.6% |
| YTD | -75.5% | -8.8% | -66.7% | -69.8% |
| 1Y | -90.1% | -10.6% | -79.4% | -87.4% |
| All | -90.1% | -9.6% | -80.5% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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