-89.8%
MSTU vs MAS
+4.5%
-94.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | +0.4% |
| 7D | -4.3% | +2.0% | -6.2% | -5.3% |
| 30D | -34.6% | +19.4% | -54.0% | -44.9% |
| 3M | +39.0% | +9.4% | +29.6% | +27.9% |
| 6M | -70.5% | +15.3% | -85.8% | -75.2% |
| YTD | -68.6% | +31.3% | -99.9% | -78.1% |
| 1Y | -88.6% | +34.9% | -123.5% | -92.5% |
| All | -89.8% | +4.5% | -94.3% | -91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling