-88.9%
MSTU vs GEN
+14.8%
-103.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.4% | -7.4% | -7.2% |
| 7D | -25.8% | +2.0% | -27.9% | -27.0% |
| 30D | -43.9% | +27.7% | -71.6% | -56.3% |
| 3M | +2.9% | +3.3% | -0.4% | +1.1% |
| 6M | -75.5% | +31.8% | -107.3% | -82.8% |
| YTD | -76.7% | +13.5% | -90.2% | -82.6% |
| 1Y | -88.9% | +16.0% | -105.0% | -91.9% |
| All | -88.9% | +14.8% | -103.8% | -91.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling