-87.2%
MSTU vs BR
-14.2%
-72.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.0% | +7.3% | +10.2% |
| 7D | -4.8% | +7.0% | -11.8% | -5.0% |
| 30D | -29.6% | +19.0% | -48.5% | -30.1% |
| 3M | +69.4% | +13.1% | +56.3% | +70.9% |
| 6M | -62.2% | +24.6% | -86.9% | -59.6% |
| YTD | -61.1% | -13.6% | -47.5% | -65.4% |
| 1Y | -87.2% | -13.1% | -74.0% | -88.6% |
| All | -87.2% | -14.2% | -72.9% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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