-85.6%
MSTU vs COMP
+70.6%
-156.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | +21.3% | +1.4% | +20.0% | +20.9% |
| 30D | +90.8% | -13.3% | +104.1% | +103.2% |
| 3M | -6.8% | +41.1% | -47.9% | -23.0% |
| 6M | -39.8% | +17.2% | -57.0% | -46.2% |
| YTD | -55.7% | +5.2% | -60.9% | -58.3% |
| 1Y | -92.7% | +18.9% | -111.6% | -93.5% |
| All | -85.6% | +70.6% | -156.1% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling