-88.0%
MSTU vs MDY
+23.6%
-111.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +0.4% |
| 7D | -16.6% | -1.9% | -14.7% | -9.8% |
| 30D | +69.7% | -4.6% | +74.3% | +107.0% |
| 3M | -7.5% | -1.2% | -6.2% | -2.6% |
| 6M | -43.1% | +9.2% | -52.3% | -59.0% |
| YTD | -63.0% | +13.1% | -76.1% | -75.2% |
| 1Y | -93.8% | +13.0% | -106.8% | -95.7% |
| All | -88.0% | +23.6% | -111.5% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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