-85.6%
MSTU vs GEN
+21.0%
-106.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | +0.2% |
| 7D | +21.3% | -1.2% | +22.5% | +25.0% |
| 30D | +90.8% | +10.1% | +80.7% | +67.0% |
| 3M | -6.8% | +16.1% | -22.8% | -24.7% |
| 6M | -39.8% | +38.9% | -78.7% | -65.8% |
| YTD | -55.7% | +14.4% | -70.1% | -62.9% |
| 1Y | -92.7% | +5.9% | -98.5% | -92.9% |
| All | -85.6% | +21.0% | -106.6% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling