-86.8%
MSTU vs COO
-38.5%
-48.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.7% | -5.9% | -6.6% |
| 7D | +16.1% | -2.3% | +18.4% | +18.7% |
| 30D | +68.7% | -8.8% | +77.5% | +79.5% |
| 3M | -11.0% | +1.3% | -12.3% | -15.0% |
| 6M | -33.4% | -11.6% | -21.8% | -27.2% |
| YTD | -59.5% | -17.4% | -42.1% | -52.1% |
| 1Y | -93.4% | -1.6% | -91.8% | -93.6% |
| All | -86.8% | -38.5% | -48.3% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling