-93.8%
MSTU vs HBM
+97.2%
-191.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +4.0% |
| 7D | -16.6% | -3.3% | -13.3% | -15.0% |
| 30D | +69.7% | -4.8% | +74.5% | +78.8% |
| 3M | -7.5% | -0.4% | -7.1% | -5.0% |
| 6M | -43.1% | +17.9% | -61.0% | -47.8% |
| YTD | -63.0% | +33.7% | -96.8% | -69.6% |
| 1Y | -93.8% | +95.6% | -189.4% | -95.9% |
| All | -93.8% | +97.2% | -191.0% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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