-92.7%
MSTU vs HDB
-34.6%
-58.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.0% |
| 7D | +21.3% | +0.4% | +20.9% | +21.0% |
| 30D | +90.8% | -2.8% | +93.6% | +93.4% |
| 3M | -6.8% | -3.5% | -3.2% | -8.8% |
| 6M | -39.8% | -24.7% | -15.1% | -34.2% |
| YTD | -55.7% | -36.6% | -19.1% | -51.2% |
| 1Y | -92.7% | -34.4% | -58.3% | -92.0% |
| All | -92.7% | -34.6% | -58.0% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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