-86.8%
MSTU vs COMP
+64.9%
-151.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.3% | -5.3% | -7.1% |
| 7D | +16.1% | +4.1% | +12.1% | +14.6% |
| 30D | +68.7% | -14.5% | +83.2% | +80.9% |
| 3M | -11.0% | +41.8% | -52.8% | -26.7% |
| 6M | -33.4% | +23.6% | -56.9% | -42.1% |
| YTD | -59.5% | +1.7% | -61.2% | -61.2% |
| 1Y | -93.4% | +12.6% | -105.9% | -94.0% |
| All | -86.8% | +64.9% | -151.7% | -88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling