-90.3%
MSTU vs MOD
-8.2%
-82.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +9.9% | -15.0% | -11.5% |
| 7D | -9.3% | -13.9% | +4.6% | -4.0% |
| 30D | -38.3% | -41.5% | +3.2% | -13.3% |
| 3M | +24.0% | -45.7% | +69.8% | +82.6% |
| 6M | -72.1% | -61.1% | -11.0% | -51.2% |
| YTD | -70.2% | -20.5% | -49.7% | -73.1% |
| 1Y | -89.6% | -32.1% | -57.5% | -89.7% |
| All | -90.3% | -8.2% | -82.1% | -94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling