-85.6%
MSTU vs BN
+21.8%
-107.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.6% |
| 7D | +21.3% | -2.5% | +23.8% | +29.6% |
| 30D | +90.8% | -9.5% | +100.3% | +136.9% |
| 3M | -6.8% | -10.4% | +3.6% | +18.0% |
| 6M | -39.8% | -6.4% | -33.5% | -28.6% |
| YTD | -55.7% | -11.9% | -43.8% | -38.7% |
| 1Y | -92.7% | -8.6% | -84.1% | -90.5% |
| All | -85.6% | +21.8% | -107.3% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling