-87.5%
MSTU vs IT
-66.7%
-20.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.8% | -4.4% |
| 7D | +12.9% | -9.1% | +22.0% | +20.7% |
| 30D | +68.3% | -12.2% | +80.5% | +84.5% |
| 3M | +0.4% | +7.8% | -7.4% | -4.9% |
| 6M | -41.5% | +2.0% | -43.5% | -44.2% |
| YTD | -61.7% | -32.7% | -29.0% | -47.5% |
| 1Y | -93.7% | -31.1% | -62.6% | -91.6% |
| All | -87.5% | -66.7% | -20.8% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling