-93.8%
MSTU vs INDA
-8.4%
-85.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +1.5% |
| 7D | -16.6% | -2.7% | -13.9% | -11.2% |
| 30D | +69.7% | -2.8% | +72.5% | +81.2% |
| 3M | -7.5% | +1.6% | -9.1% | -9.0% |
| 6M | -43.1% | -1.4% | -41.7% | -41.8% |
| YTD | -63.0% | -10.1% | -52.9% | -59.4% |
| 1Y | -93.8% | -8.8% | -85.0% | -93.3% |
| All | -93.8% | -8.4% | -85.4% | -93.3% |
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