-85.6%
MSTU vs MAS
-7.6%
-78.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -4.8% |
| 7D | +21.3% | -0.8% | +22.1% | +22.4% |
| 30D | +90.8% | -5.6% | +96.4% | +101.2% |
| 3M | -6.8% | +4.4% | -11.2% | -14.6% |
| 6M | -39.8% | +7.2% | -47.0% | -46.1% |
| YTD | -55.7% | +16.1% | -71.8% | -65.3% |
| 1Y | -92.7% | +0.1% | -92.8% | -93.0% |
| All | -85.6% | -7.6% | -78.0% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling