-39.8%
MSTU vs IRE
-45.0%
+5.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +14.0% | -17.1% | -6.9% |
| 7D | +21.3% | +54.8% | -33.5% | +8.0% |
| 30D | +90.8% | +18.4% | +72.4% | +80.3% |
| 3M | -6.8% | -66.7% | +60.0% | +18.7% |
| 6M | -39.8% | -52.3% | +12.5% | -42.4% |
| All | -39.8% | -45.0% | +5.2% | -42.4% |
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