-92.7%
MSTU vs HIG
+5.1%
-97.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.9% |
| 7D | +21.3% | +0.3% | +21.0% | +21.1% |
| 30D | +90.8% | -3.2% | +94.0% | +88.0% |
| 3M | -6.8% | +9.1% | -15.9% | -1.9% |
| 6M | -39.8% | -1.8% | -38.0% | -40.2% |
| YTD | -55.7% | +1.8% | -57.4% | -53.7% |
| 1Y | -92.7% | +4.6% | -97.2% | -92.2% |
| All | -92.7% | +5.1% | -97.7% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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