-70.1%
MSTU vs MAS
+22.7%
-92.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -3.4% | -14.8% | -16.5% |
| 7D | -18.2% | +4.6% | -22.8% | -19.2% |
| 30D | -42.7% | +19.9% | -62.6% | -47.0% |
| 3M | +37.0% | +8.9% | +28.1% | +30.4% |
| 6M | -70.1% | +20.2% | -90.2% | -70.7% |
| All | -70.1% | +22.7% | -92.8% | -70.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling