-87.5%
MSTU vs BR
-17.3%
-70.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | +12.9% | -5.0% | +17.9% | +17.2% |
| 30D | +68.3% | -2.5% | +70.8% | +73.3% |
| 3M | +0.4% | +13.5% | -13.1% | -5.9% |
| 6M | -41.5% | -9.4% | -32.1% | -34.0% |
| YTD | -61.7% | -23.3% | -38.4% | -46.2% |
| 1Y | -93.7% | -31.6% | -62.1% | -89.3% |
| All | -87.5% | -17.3% | -70.2% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling