-92.4%
MSTU vs COMP
+56.6%
-149.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.7% | -6.7% | -5.9% |
| 7D | -25.8% | 0.0% | -25.8% | -25.9% |
| 30D | -43.9% | +16.6% | -60.4% | -47.5% |
| 3M | +2.9% | -23.5% | +26.4% | +16.8% |
| 6M | -75.5% | +25.7% | -101.2% | -78.7% |
| YTD | -76.7% | -3.4% | -73.3% | -77.1% |
| 1Y | -88.9% | +7.6% | -96.5% | -89.6% |
| All | -92.4% | +56.6% | -149.0% | -93.4% |
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