-89.3%
MSTU vs IRE
-97.8%
+8.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.5% | -2.6% | -4.3% |
| 7D | -9.3% | -15.5% | +6.2% | -9.8% |
| 30D | -38.3% | -70.4% | +32.1% | -15.2% |
| 3M | +24.0% | -81.6% | +105.7% | +94.9% |
| 6M | -72.1% | -94.7% | +22.6% | -44.5% |
| YTD | -70.2% | -91.8% | +21.5% | -59.0% |
| All | -89.3% | -97.8% | +8.5% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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