-88.0%
MSTU vs HUBB
+13.7%
-101.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +0.8% |
| 7D | -16.6% | -0.1% | -16.5% | -16.5% |
| 30D | +69.7% | -10.0% | +79.7% | +99.5% |
| 3M | -7.5% | -1.6% | -5.9% | -13.8% |
| 6M | -43.1% | -3.1% | -40.0% | -49.4% |
| YTD | -63.0% | +4.6% | -67.6% | -72.4% |
| 1Y | -93.8% | +3.3% | -97.1% | -95.3% |
| All | -88.0% | +13.7% | -101.7% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling