-87.2%
MSTU vs MKTX
+5.4%
-92.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.4% | +10.3% |
| 7D | -4.8% | +0.5% | -5.3% | -4.9% |
| 30D | -29.6% | +1.0% | -30.5% | -29.7% |
| 3M | +69.4% | +2.5% | +66.9% | +68.6% |
| 6M | -62.2% | +8.0% | -70.3% | -66.2% |
| YTD | -61.1% | -7.3% | -53.8% | -67.0% |
| 1Y | -87.2% | +4.7% | -91.8% | -89.7% |
| All | -87.2% | +5.4% | -92.5% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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