-88.4%
MSTU vs HRB
-23.7%
-64.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.6% | -6.2% | -6.7% |
| 7D | -22.0% | -12.2% | -9.8% | -20.7% |
| 30D | +60.3% | -3.0% | +63.3% | +61.0% |
| 3M | -3.7% | +21.7% | -25.4% | -6.7% |
| 6M | -45.2% | +52.3% | -97.5% | -50.5% |
| YTD | -64.3% | +6.5% | -70.8% | -62.9% |
| 1Y | -94.0% | -6.7% | -87.3% | -93.5% |
| All | -88.4% | -23.7% | -64.6% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling