-87.5%
MSTU vs MDY
+23.7%
-111.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.4% | -1.3% |
| 7D | +12.9% | -0.8% | +13.7% | +17.7% |
| 30D | +68.3% | -3.9% | +72.2% | +98.3% |
| 3M | +0.4% | 0.0% | +0.4% | +0.7% |
| 6M | -41.5% | +8.5% | -50.1% | -56.8% |
| YTD | -61.7% | +13.2% | -74.9% | -74.5% |
| 1Y | -93.7% | +15.0% | -108.7% | -95.9% |
| All | -87.5% | +23.7% | -111.3% | -93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling