-87.5%
MSTU vs MKTX
-34.9%
-52.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +12.9% | +0.3% | +12.6% | +12.9% |
| 30D | +68.3% | +1.0% | +67.4% | +68.4% |
| 3M | +0.4% | +40.8% | -40.4% | +3.2% |
| 6M | -41.5% | -10.9% | -30.6% | -47.6% |
| YTD | -61.7% | -8.6% | -53.1% | -65.7% |
| 1Y | -93.7% | -11.6% | -82.1% | -94.3% |
| All | -87.5% | -34.9% | -52.7% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling