-88.4%
MSTU vs BR
-17.2%
-71.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.1% | -6.9% | -6.8% |
| 7D | -22.0% | -6.0% | -16.1% | -18.6% |
| 30D | +60.3% | -0.9% | +61.2% | +63.6% |
| 3M | -3.7% | +16.4% | -20.1% | -11.4% |
| 6M | -45.2% | -8.2% | -37.0% | -38.8% |
| YTD | -64.3% | -23.2% | -41.1% | -49.9% |
| 1Y | -94.0% | -30.9% | -63.1% | -90.1% |
| All | -88.4% | -17.2% | -71.1% | -88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling