-88.0%
MSTU vs IDXX
-1.5%
-86.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +3.9% |
| 7D | -16.6% | -5.7% | -10.9% | -12.3% |
| 30D | +69.7% | -11.5% | +81.3% | +86.5% |
| 3M | -7.5% | -9.5% | +2.1% | -1.7% |
| 6M | -43.1% | -16.0% | -27.2% | -35.3% |
| YTD | -63.0% | -25.4% | -37.6% | -52.8% |
| 1Y | -93.8% | -21.8% | -72.0% | -92.5% |
| All | -88.0% | -1.5% | -86.5% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling