-93.7%
MSTU vs COO
-7.1%
-86.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.2% | +0.8% | -3.8% |
| 7D | +12.9% | -9.0% | +21.9% | +15.9% |
| 30D | +68.3% | -16.8% | +85.2% | +75.7% |
| 3M | +0.4% | -7.5% | +7.9% | +1.2% |
| 6M | -41.5% | -16.3% | -25.2% | -34.0% |
| YTD | -61.7% | -22.5% | -39.2% | -54.3% |
| 1Y | -93.7% | -7.0% | -86.7% | -93.5% |
| All | -93.7% | -7.1% | -86.6% | -93.5% |
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