-87.5%
MSTU vs HDB
-29.4%
-58.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.7% | -4.4% |
| 7D | +12.9% | -4.9% | +17.8% | +16.5% |
| 30D | +68.3% | -5.8% | +74.2% | +73.7% |
| 3M | +0.4% | -5.2% | +5.6% | -0.6% |
| 6M | -41.5% | -25.7% | -15.8% | -30.4% |
| YTD | -61.7% | -39.6% | -22.1% | -49.2% |
| 1Y | -93.7% | -36.9% | -56.7% | -91.8% |
| All | -87.5% | -29.4% | -58.1% | -85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling