-87.2%
MSTU vs MOD
-33.0%
-54.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -21.4% | +31.8% | +17.8% |
| 7D | -4.8% | -31.3% | +26.5% | +7.9% |
| 30D | -29.6% | -46.1% | +16.6% | -12.0% |
| 3M | +69.4% | -51.1% | +120.5% | +118.4% |
| 6M | -62.2% | -62.1% | -0.2% | -47.9% |
| YTD | -61.1% | -26.2% | -34.9% | -47.7% |
| 1Y | -87.2% | -32.6% | -54.6% | -82.9% |
| All | -87.2% | -33.0% | -54.2% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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