-94.0%
MSTU vs HDB
-37.9%
-56.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.1% | -5.7% | -6.3% |
| 7D | -22.0% | -6.2% | -15.8% | -19.5% |
| 30D | +60.3% | -6.2% | +66.5% | +65.0% |
| 3M | -3.7% | -5.9% | +2.1% | -6.2% |
| 6M | -45.2% | -25.9% | -19.3% | -38.4% |
| YTD | -64.3% | -40.2% | -24.1% | -59.4% |
| 1Y | -94.0% | -38.0% | -56.0% | -93.2% |
| All | -94.0% | -37.9% | -56.1% | -93.2% |
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