-85.6%
MSTU vs HDB
-25.9%
-59.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -2.9% |
| 7D | +21.3% | +0.4% | +20.9% | +20.9% |
| 30D | +90.8% | -2.8% | +93.6% | +93.3% |
| 3M | -6.8% | -3.5% | -3.2% | -7.9% |
| 6M | -39.8% | -24.7% | -15.1% | -29.0% |
| YTD | -55.7% | -36.6% | -19.1% | -42.9% |
| 1Y | -92.7% | -34.4% | -58.3% | -90.8% |
| All | -85.6% | -25.9% | -59.7% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling