-87.2%
MSTU vs COMP
+23.8%
-111.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +7.7% | +2.6% | +6.2% |
| 7D | -4.8% | +9.5% | -14.3% | -9.0% |
| 30D | -29.6% | +8.1% | -37.6% | -32.0% |
| 3M | +69.4% | -16.3% | +85.7% | +83.3% |
| 6M | -62.2% | +42.2% | -104.5% | -70.5% |
| YTD | -61.1% | -5.0% | -56.1% | -61.2% |
| 1Y | -87.2% | +20.1% | -107.3% | -88.5% |
| All | -87.2% | +23.8% | -111.0% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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