-92.7%
MSTU vs M
+46.1%
-138.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.7% | -4.3% |
| 7D | +21.3% | +4.7% | +16.6% | +18.8% |
| 30D | +90.8% | -9.6% | +100.5% | +99.9% |
| 3M | -6.8% | +0.9% | -7.6% | -9.4% |
| 6M | -39.8% | +22.3% | -62.1% | -47.6% |
| YTD | -55.7% | +6.5% | -62.2% | -58.9% |
| 1Y | -92.7% | +38.8% | -131.4% | -94.8% |
| All | -92.7% | +46.1% | -138.8% | -94.8% |
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