-86.8%
MSTU vs INDA
-14.4%
-72.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.6% | -7.0% | -4.5% |
| 7D | +16.1% | -1.0% | +17.1% | +19.3% |
| 30D | +68.7% | -2.5% | +71.2% | +81.0% |
| 3M | -11.0% | +4.0% | -15.0% | -18.4% |
| 6M | -33.4% | -1.8% | -31.6% | -27.4% |
| YTD | -59.5% | -9.2% | -50.3% | -46.5% |
| 1Y | -93.4% | -7.2% | -86.2% | -91.9% |
| All | -86.8% | -14.4% | -72.4% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling