-87.2%
MSTU vs IT
-17.9%
-69.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.9% | +9.9% |
| 7D | -4.8% | -5.5% | +0.6% | -4.4% |
| 30D | -29.6% | +10.3% | -39.9% | -33.4% |
| 3M | +69.4% | +11.5% | +57.9% | +60.7% |
| 6M | -62.2% | +40.3% | -102.5% | -66.5% |
| YTD | -61.1% | -17.9% | -43.2% | -62.6% |
| 1Y | -87.2% | -8.8% | -78.4% | -87.7% |
| All | -87.2% | -17.9% | -69.3% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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