-87.2%
MSTU vs IDXX
-2.6%
-84.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.9% | +6.4% | +8.6% |
| 7D | -4.8% | +24.1% | -28.9% | -13.2% |
| 30D | -29.6% | +32.5% | -62.1% | -39.0% |
| 3M | +69.4% | +18.8% | +50.6% | +57.8% |
| 6M | -62.2% | +24.0% | -86.3% | -67.1% |
| YTD | -61.1% | +3.3% | -64.3% | -57.9% |
| 1Y | -87.2% | -3.3% | -83.9% | -86.2% |
| All | -87.2% | -2.6% | -84.5% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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