-85.6%
MSTU vs COO
-36.8%
-48.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.1% |
| 7D | +21.3% | -2.2% | +23.6% | +23.6% |
| 30D | +90.8% | -7.0% | +97.8% | +100.0% |
| 3M | -6.8% | +12.2% | -19.0% | -20.4% |
| 6M | -39.8% | -15.1% | -24.7% | -30.8% |
| YTD | -55.7% | -15.1% | -40.6% | -48.7% |
| 1Y | -92.7% | +2.3% | -95.0% | -93.1% |
| All | -85.6% | -36.8% | -48.8% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling