-90.3%
MSTU vs M
+80.9%
-171.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +8.1% | -13.2% | -10.2% |
| 7D | -9.3% | +2.5% | -11.8% | -10.6% |
| 30D | -38.3% | +10.1% | -48.3% | -41.7% |
| 3M | +24.0% | -0.9% | +25.0% | +25.0% |
| 6M | -72.1% | +30.2% | -102.2% | -77.1% |
| YTD | -70.2% | +16.3% | -86.5% | -73.9% |
| 1Y | -89.6% | +27.0% | -116.6% | -91.6% |
| All | -90.3% | +80.9% | -171.2% | -94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling