-92.7%
MSTU vs IDXX
-16.0%
-76.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.3% | -3.7% |
| 7D | +21.3% | -3.5% | +24.9% | +23.7% |
| 30D | +90.8% | -8.4% | +99.3% | +99.8% |
| 3M | -6.8% | -5.2% | -1.6% | -5.9% |
| 6M | -39.8% | -17.5% | -22.4% | -32.7% |
| YTD | -55.7% | -20.9% | -34.8% | -49.3% |
| 1Y | -92.7% | -16.4% | -76.3% | -91.5% |
| All | -92.7% | -16.0% | -76.6% | -91.5% |
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