-89.3%
MSTU vs COMP
+25.5%
-114.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.7% | -10.8% | -8.1% |
| 7D | -9.3% | +14.5% | -23.8% | -15.5% |
| 30D | -38.3% | +14.9% | -53.2% | -42.3% |
| 3M | +24.0% | -14.2% | +38.3% | +32.0% |
| 6M | -72.1% | +23.7% | -95.8% | -75.4% |
| YTD | -70.2% | +2.1% | -72.3% | -71.2% |
| All | -89.3% | +25.5% | -114.8% | -90.1% |
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 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