-93.8%
MSTU vs BR
-31.7%
-62.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.6% |
| 7D | -16.6% | -3.0% | -13.6% | -16.7% |
| 30D | +69.7% | -0.3% | +70.0% | +71.3% |
| 3M | -7.5% | +17.3% | -24.8% | -0.1% |
| 6M | -43.1% | -6.7% | -36.4% | -46.1% |
| YTD | -63.0% | -23.4% | -39.6% | -66.2% |
| 1Y | -93.8% | -32.7% | -61.1% | -95.1% |
| All | -93.8% | -31.7% | -62.1% | -95.1% |
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