-91.4%
MSTU vs IRE
-82.8%
-8.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +10.2% | -18.9% | -11.8% |
| 7D | +16.1% | +58.9% | -42.8% | -0.2% |
| 30D | +68.7% | +17.2% | +51.5% | +57.3% |
| 3M | -11.0% | -58.6% | +47.6% | +4.9% |
| 6M | -33.4% | -23.5% | -9.9% | -46.4% |
| YTD | -59.5% | -47.4% | -12.1% | -66.3% |
| All | -91.4% | -82.8% | -8.5% | -90.8% |
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