-87.2%
MSTU vs MAS
+40.8%
-127.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.6% | +4.7% | +7.0% |
| 7D | -4.8% | +14.2% | -19.0% | -12.2% |
| 30D | -29.6% | +26.8% | -56.4% | -39.3% |
| 3M | +69.4% | +13.1% | +56.3% | +56.4% |
| 6M | -62.2% | +27.9% | -90.2% | -68.2% |
| YTD | -61.1% | +38.7% | -99.7% | -68.6% |
| 1Y | -87.2% | +40.4% | -127.5% | -89.5% |
| All | -87.2% | +40.8% | -127.9% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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