-90.1%
MSTU vs MOD
-35.8%
-54.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.4% | -6.3% |
| 7D | -21.7% | -17.8% | -3.9% | -17.8% |
| 30D | -42.8% | -43.2% | +0.5% | -30.1% |
| 3M | +21.4% | -46.0% | +67.5% | +51.0% |
| 6M | -74.1% | -62.2% | -11.9% | -64.6% |
| YTD | -72.4% | -22.8% | -49.6% | -62.5% |
| 1Y | -90.1% | -35.5% | -54.6% | -86.0% |
| All | -90.1% | -35.8% | -54.3% | -86.0% |
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