-92.7%
MSTU vs INDA
-5.0%
-87.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.1% |
| 7D | +21.3% | +0.7% | +20.6% | +19.6% |
| 30D | +90.8% | -0.8% | +91.6% | +94.5% |
| 3M | -6.8% | +3.9% | -10.7% | -12.7% |
| 6M | -39.8% | -0.7% | -39.1% | -41.6% |
| YTD | -55.7% | -7.7% | -48.0% | -54.6% |
| 1Y | -92.7% | -5.1% | -87.6% | -92.6% |
| All | -92.7% | -5.0% | -87.7% | -92.6% |
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