-91.0%
MSTU vs HDB
-16.9%
-74.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -7.9% | -7.7% |
| 7D | -21.7% | +12.7% | -34.4% | -28.1% |
| 30D | -42.8% | +16.6% | -59.4% | -48.8% |
| 3M | +21.4% | +10.8% | +10.6% | +12.6% |
| 6M | -74.1% | +3.8% | -77.9% | -75.5% |
| YTD | -72.4% | -28.9% | -43.5% | -67.0% |
| 1Y | -90.1% | -28.0% | -62.1% | -88.2% |
| All | -91.0% | -16.9% | -74.1% | -90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling