-92.7%
MSTU vs BR
-29.1%
-63.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -3.3% |
| 7D | +21.3% | -5.3% | +26.6% | +20.7% |
| 30D | +90.8% | +6.4% | +84.4% | +95.3% |
| 3M | -6.8% | +13.6% | -20.4% | -1.4% |
| 6M | -39.8% | -6.7% | -33.1% | -44.2% |
| YTD | -55.7% | -21.1% | -34.6% | -59.4% |
| 1Y | -92.7% | -29.6% | -63.1% | -93.6% |
| All | -92.7% | -29.1% | -63.6% | -93.6% |
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