-85.6%
MSTU vs MKC
-34.7%
-50.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.4% |
| 7D | +21.3% | -5.9% | +27.2% | +19.8% |
| 30D | +90.8% | -0.9% | +91.7% | +90.2% |
| 3M | -6.8% | +12.7% | -19.5% | -3.6% |
| 6M | -39.8% | -19.3% | -20.5% | -44.0% |
| YTD | -55.7% | -22.2% | -33.5% | -59.0% |
| 1Y | -92.7% | -23.3% | -69.3% | -93.2% |
| All | -85.6% | -34.7% | -50.9% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling