-92.4%
MSTU vs MAS
+8.0%
-100.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.2% |
| 7D | -25.8% | +3.0% | -28.8% | -28.0% |
| 30D | -43.9% | +22.4% | -66.3% | -53.8% |
| 3M | +2.9% | +14.5% | -11.6% | -9.6% |
| 6M | -75.5% | +27.1% | -102.6% | -81.5% |
| YTD | -76.7% | +35.8% | -112.5% | -84.3% |
| 1Y | -88.9% | +39.4% | -128.4% | -92.9% |
| All | -92.4% | +8.0% | -100.5% | -93.8% |
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