-91.0%
MSTU vs COMP
+53.2%
-144.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -7.4% | +0.1% | -3.5% |
| 7D | -21.7% | +7.2% | -28.9% | -24.3% |
| 30D | -42.8% | +6.4% | -49.2% | -44.2% |
| 3M | +21.4% | -19.4% | +40.9% | +34.4% |
| 6M | -74.1% | +14.6% | -88.7% | -76.3% |
| YTD | -72.4% | -5.5% | -66.9% | -72.5% |
| 1Y | -90.1% | +13.7% | -103.7% | -90.9% |
| All | -91.0% | +53.2% | -144.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling