-92.0%
MSTU vs IT
-62.6%
-29.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.1% | -11.8% | -12.3% |
| 7D | -23.0% | -3.7% | -19.3% | -21.3% |
| 30D | -47.7% | -3.1% | -44.6% | -48.0% |
| 3M | +12.5% | +6.3% | +6.2% | +7.0% |
| 6M | -76.1% | +24.8% | -100.8% | -80.4% |
| YTD | -75.5% | -24.4% | -51.1% | -69.7% |
| 1Y | -90.1% | -17.1% | -73.0% | -89.0% |
| All | -92.0% | -62.6% | -29.4% | -65.1% |
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