-93.8%
MSTU vs BRKR
+75.9%
-169.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | -16.6% | -8.7% | -7.9% | -14.2% |
| 30D | +69.7% | -9.9% | +79.6% | +75.8% |
| 3M | -7.5% | -3.1% | -4.4% | -9.4% |
| 6M | -43.1% | +45.5% | -88.6% | -54.5% |
| YTD | -63.0% | +13.7% | -76.7% | -68.5% |
| 1Y | -93.8% | +67.4% | -161.2% | -96.3% |
| All | -93.8% | +75.9% | -169.7% | -96.3% |
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