-92.7%
MSTU vs HRB
+1.1%
-93.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -3.2% |
| 7D | +21.3% | -5.7% | +27.0% | +21.2% |
| 30D | +90.8% | +7.9% | +82.9% | +91.1% |
| 3M | -6.8% | +32.1% | -38.9% | -6.6% |
| 6M | -39.8% | +62.2% | -102.1% | -41.0% |
| YTD | -55.7% | +16.4% | -72.1% | -58.0% |
| 1Y | -92.7% | -0.3% | -92.4% | -93.3% |
| All | -92.7% | +1.1% | -93.7% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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