-45.2%
MSTU vs MKTX
-10.9%
-34.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.8% |
| 7D | -22.0% | -0.2% | -21.9% | -22.0% |
| 30D | +60.3% | +0.8% | +59.5% | +60.1% |
| 3M | -3.7% | +41.1% | -44.9% | -6.1% |
| 6M | -45.2% | -9.5% | -35.6% | -54.5% |
| All | -45.2% | -10.9% | -34.3% | -54.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling