-90.8%
MSTU vs COMP
+57.4%
-148.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +0.5% |
| 7D | -27.7% | +2.2% | -29.9% | -28.5% |
| 30D | -40.3% | +16.3% | -56.6% | -44.1% |
| 3M | +26.4% | -19.1% | +45.5% | +39.7% |
| 6M | -75.7% | +17.1% | -92.8% | -78.0% |
| YTD | -71.9% | -2.9% | -68.9% | -72.4% |
| 1Y | -89.3% | +8.8% | -98.1% | -90.0% |
| All | -90.8% | +57.4% | -148.2% | -92.1% |
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