-87.2%
MSTU vs INDA
-7.3%
-79.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.7% | +7.6% | +3.8% |
| 7D | -4.8% | +6.9% | -11.8% | -19.1% |
| 30D | -29.6% | +7.4% | -37.0% | -40.4% |
| 3M | +69.4% | -1.0% | +70.4% | +76.2% |
| 6M | -62.2% | +2.9% | -65.1% | -63.8% |
| YTD | -61.1% | -7.4% | -53.6% | -58.0% |
| 1Y | -87.2% | -7.4% | -79.8% | -86.4% |
| All | -87.2% | -7.3% | -79.8% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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