-92.7%
MSTU vs IT
-24.5%
-68.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.5% | -1.3% |
| 7D | +21.3% | -6.0% | +27.4% | +24.8% |
| 30D | +90.8% | 0.0% | +90.8% | +92.5% |
| 3M | -6.8% | +13.1% | -19.8% | -9.1% |
| 6M | -39.8% | +11.7% | -51.5% | -41.3% |
| YTD | -55.7% | -26.1% | -29.6% | -46.5% |
| 1Y | -92.7% | -21.3% | -71.4% | -90.7% |
| All | -92.7% | -24.5% | -68.2% | -90.7% |
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