-86.8%
MSTU vs HDB
-28.1%
-58.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.0% | -5.6% | -6.9% |
| 7D | +16.1% | -2.0% | +18.2% | +17.7% |
| 30D | +68.7% | -4.9% | +73.5% | +73.1% |
| 3M | -11.0% | -2.3% | -8.7% | -13.8% |
| 6M | -33.4% | -23.7% | -9.7% | -21.9% |
| YTD | -59.5% | -38.5% | -21.0% | -46.8% |
| 1Y | -93.4% | -36.5% | -56.9% | -91.5% |
| All | -86.8% | -28.1% | -58.7% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling