-87.2%
MSTU vs COO
-7.7%
-79.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.9% | +4.4% | +8.6% |
| 7D | -4.8% | +8.4% | -13.3% | -6.9% |
| 30D | -29.6% | +13.5% | -43.0% | -32.1% |
| 3M | +69.4% | -13.8% | +83.1% | +67.6% |
| 6M | -62.2% | +4.7% | -67.0% | -65.0% |
| YTD | -61.1% | -21.4% | -39.7% | -56.0% |
| 1Y | -87.2% | -6.7% | -80.4% | -84.3% |
| All | -87.2% | -7.7% | -79.5% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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