-86.8%
MSTU vs CAPR
+74.2%
-161.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.6% | -5.0% | -8.6% |
| 7D | +16.1% | -9.5% | +25.6% | +16.4% |
| 30D | +68.7% | +121.5% | -52.9% | +64.9% |
| 3M | -11.0% | -65.4% | +54.4% | -10.1% |
| 6M | -33.4% | -67.5% | +34.2% | -32.6% |
| YTD | -59.5% | -68.6% | +9.1% | -59.0% |
| 1Y | -93.4% | +42.7% | -136.0% | -94.0% |
| All | -86.8% | +74.2% | -161.0% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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