-70.5%
MSTU vs IRE
-93.7%
+23.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +39.6% | -41.0% | -11.8% |
| 7D | -4.3% | -27.2% | +22.9% | -0.6% |
| 30D | -34.6% | -75.1% | +40.5% | -10.0% |
| 3M | +39.0% | -77.9% | +116.9% | +97.6% |
| 6M | -70.5% | -94.6% | +24.1% | -48.2% |
| All | -70.5% | -93.7% | +23.2% | -48.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling