-90.8%
MSTU vs BN
+27.3%
-118.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +3.5% |
| 7D | -27.7% | -2.4% | -25.3% | -23.7% |
| 30D | -40.3% | +13.5% | -53.8% | -54.7% |
| 3M | +26.4% | -5.9% | +32.3% | +46.1% |
| 6M | -75.7% | -8.9% | -66.8% | -69.6% |
| YTD | -71.9% | -7.9% | -64.0% | -64.2% |
| 1Y | -89.3% | -8.3% | -81.0% | -86.3% |
| All | -90.8% | +27.3% | -118.1% | -95.4% |
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