-92.7%
MSTU vs BRKR
+100.6%
-193.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -2.7% |
| 7D | +21.3% | +2.5% | +18.8% | +20.6% |
| 30D | +90.8% | +11.5% | +79.3% | +86.6% |
| 3M | -6.8% | -2.4% | -4.4% | -8.1% |
| 6M | -39.8% | +52.3% | -92.1% | -52.4% |
| YTD | -55.7% | +24.5% | -80.2% | -63.2% |
| 1Y | -92.7% | +97.3% | -190.0% | -95.9% |
| All | -92.7% | +100.6% | -193.2% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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