-88.0%
MSTU vs MKTX
-35.0%
-53.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.6% | +3.6% |
| 7D | -16.6% | -0.2% | -16.4% | -16.6% |
| 30D | +69.7% | +0.7% | +69.0% | +69.7% |
| 3M | -7.5% | +40.8% | -48.3% | -4.8% |
| 6M | -43.1% | -8.0% | -35.1% | -48.5% |
| YTD | -63.0% | -8.7% | -54.3% | -66.9% |
| 1Y | -93.8% | -11.8% | -81.9% | -94.4% |
| All | -88.0% | -35.0% | -53.0% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling