-90.1%
MSTU vs HDB
-29.3%
-60.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.2% | -11.7% | -12.1% |
| 7D | -23.0% | +4.1% | -27.1% | -25.2% |
| 30D | -47.7% | +13.0% | -60.7% | -52.4% |
| 3M | +12.5% | +11.3% | +1.3% | +3.7% |
| 6M | -76.1% | +6.9% | -83.0% | -78.3% |
| YTD | -75.5% | -29.6% | -45.9% | -72.5% |
| 1Y | -90.1% | -29.5% | -60.5% | -88.9% |
| All | -90.1% | -29.3% | -60.7% | -88.9% |
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 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