-87.2%
MSTU vs M
+36.6%
-123.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +7.6% | +2.7% | +6.8% |
| 7D | -4.8% | +8.3% | -13.1% | -8.1% |
| 30D | -29.6% | +14.2% | -43.7% | -33.5% |
| 3M | +69.4% | -1.1% | +70.5% | +68.4% |
| 6M | -62.2% | +36.6% | -98.8% | -67.9% |
| YTD | -61.1% | +19.8% | -80.9% | -65.6% |
| 1Y | -87.2% | +37.2% | -124.3% | -89.4% |
| All | -87.2% | +36.6% | -123.7% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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