-88.4%
MSTU vs IRE
-97.2%
+8.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -13.5% | +0.6% | -8.7% |
| 7D | -23.0% | +11.1% | -34.1% | -27.7% |
| 30D | -47.7% | -75.2% | +27.5% | -24.5% |
| 3M | +12.5% | -86.4% | +98.9% | +93.9% |
| 6M | -76.1% | -94.8% | +18.8% | -52.0% |
| YTD | -75.5% | -93.3% | +17.8% | -63.7% |
| All | -88.4% | -97.2% | +8.8% | -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