-91.0%
MSTU vs MAS
+8.2%
-99.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.3% | -6.0% | -6.1% |
| 7D | -21.7% | +3.6% | -25.3% | -23.8% |
| 30D | -42.8% | +23.8% | -66.6% | -53.5% |
| 3M | +21.4% | +14.4% | +7.0% | +6.6% |
| 6M | -74.1% | +19.7% | -93.8% | -79.1% |
| YTD | -72.4% | +36.0% | -108.3% | -81.4% |
| 1Y | -90.1% | +40.4% | -130.4% | -93.7% |
| All | -91.0% | +8.2% | -99.2% | -92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling