-88.4%
MSTU vs GEN
+18.4%
-106.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -7.9% |
| 7D | -22.0% | -4.3% | -17.7% | -16.2% |
| 30D | +60.3% | +3.8% | +56.5% | +54.0% |
| 3M | -3.7% | +22.3% | -26.0% | -28.7% |
| 6M | -45.2% | +39.0% | -84.1% | -68.9% |
| YTD | -64.3% | +11.9% | -76.2% | -69.0% |
| 1Y | -94.0% | +4.5% | -98.5% | -94.1% |
| All | -88.4% | +18.4% | -106.7% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling