-92.4%
MSTU vs HRB
-15.0%
-77.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -4.8% |
| 7D | -25.8% | -5.1% | -20.7% | -25.3% |
| 30D | -43.9% | +8.7% | -52.5% | -44.4% |
| 3M | +2.9% | -5.4% | +8.3% | +3.5% |
| 6M | -75.5% | +41.6% | -117.1% | -76.8% |
| YTD | -76.7% | +18.7% | -95.4% | -76.2% |
| 1Y | -88.9% | +16.4% | -105.4% | -88.6% |
| All | -92.4% | -15.0% | -77.4% | -89.4% |
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