-86.8%
MSTU vs MDY
+25.1%
-111.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -8.0% | -6.1% |
| 7D | +16.1% | +1.0% | +15.1% | +12.6% |
| 30D | +68.7% | -3.1% | +71.8% | +92.7% |
| 3M | -11.0% | +1.8% | -12.8% | -17.7% |
| 6M | -33.4% | +10.8% | -44.2% | -54.7% |
| YTD | -59.5% | +14.4% | -73.9% | -74.2% |
| 1Y | -93.4% | +15.2% | -108.6% | -95.7% |
| All | -86.8% | +25.1% | -111.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling