-92.7%
MSTU vs COO
+4.1%
-96.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.8% |
| 7D | +21.3% | -2.2% | +23.6% | +21.8% |
| 30D | +90.8% | -7.0% | +97.8% | +93.0% |
| 3M | -6.8% | +12.2% | -19.0% | -14.8% |
| 6M | -39.8% | -15.1% | -24.7% | -29.5% |
| YTD | -55.7% | -15.1% | -40.6% | -48.5% |
| 1Y | -92.7% | +2.3% | -95.0% | -92.6% |
| All | -92.7% | +4.1% | -96.8% | -92.6% |
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