-86.8%
MSTU vs HUBB
+14.8%
-101.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.9% | -9.5% | -10.0% |
| 7D | +16.1% | +4.8% | +11.3% | +8.6% |
| 30D | +68.7% | -9.3% | +78.0% | +95.4% |
| 3M | -11.0% | -3.9% | -7.1% | -13.6% |
| 6M | -33.4% | -0.8% | -32.5% | -43.4% |
| YTD | -59.5% | +5.6% | -65.1% | -70.2% |
| 1Y | -93.4% | +7.7% | -101.1% | -95.5% |
| All | -86.8% | +14.8% | -101.6% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling