-86.8%
MSTU vs BN
+18.6%
-105.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.6% | -6.1% | -3.2% |
| 7D | +16.1% | -1.2% | +17.3% | +20.5% |
| 30D | +68.7% | -10.9% | +79.6% | +117.0% |
| 3M | -11.0% | -11.1% | +0.1% | +14.6% |
| 6M | -33.4% | -4.4% | -29.0% | -24.8% |
| YTD | -59.5% | -14.1% | -45.4% | -40.6% |
| 1Y | -93.4% | -11.1% | -82.3% | -90.9% |
| All | -86.8% | +18.6% | -105.4% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling