-88.4%
MSTU vs HIG
+20.7%
-109.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -7.0% | -6.9% |
| 7D | -22.0% | -2.3% | -19.7% | -21.0% |
| 30D | +60.3% | -1.2% | +61.5% | +60.9% |
| 3M | -3.7% | +6.3% | -10.0% | -8.6% |
| 6M | -45.2% | +0.6% | -45.8% | -46.0% |
| YTD | -64.3% | +0.6% | -64.9% | -65.2% |
| 1Y | -94.0% | +6.1% | -100.1% | -94.6% |
| All | -88.4% | +20.7% | -109.0% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling