-87.5%
MSTU vs HBM
+279.9%
-367.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -4.9% |
| 7D | +12.9% | +5.5% | +7.4% | +7.0% |
| 30D | +68.3% | +3.3% | +65.1% | +66.0% |
| 3M | +0.4% | +12.7% | -12.3% | -7.3% |
| 6M | -41.5% | +28.2% | -69.7% | -53.4% |
| YTD | -61.7% | +45.3% | -107.0% | -74.5% |
| 1Y | -93.7% | +121.7% | -215.4% | -97.4% |
| All | -87.5% | +279.9% | -367.4% | -97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling