-92.0%
MSTU vs COMP
+54.0%
-146.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.1% | -10.8% | -11.8% |
| 7D | -23.0% | +8.9% | -31.9% | -26.6% |
| 30D | -47.7% | +14.0% | -61.7% | -50.5% |
| 3M | +12.5% | -21.1% | +33.6% | +26.0% |
| 6M | -76.1% | +20.1% | -96.2% | -78.6% |
| YTD | -75.5% | -5.0% | -70.5% | -75.6% |
| 1Y | -90.1% | +5.7% | -95.8% | -90.6% |
| All | -92.0% | +54.0% | -146.0% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling