-94.0%
MSTU vs MKC
-23.5%
-70.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.7% | -6.1% | -7.0% |
| 7D | -22.0% | -2.8% | -19.2% | -22.8% |
| 30D | +60.3% | -3.4% | +63.7% | +58.2% |
| 3M | -3.7% | +3.8% | -7.5% | -2.2% |
| 6M | -45.2% | -17.9% | -27.3% | -51.5% |
| YTD | -64.3% | -23.6% | -40.7% | -70.1% |
| All | -94.0% | -23.5% | -70.5% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling