-89.3%
MSTU vs MOD
-33.2%
-56.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +0.7% |
| 7D | -27.7% | +8.2% | -36.0% | -29.6% |
| 30D | -40.3% | -38.2% | -2.1% | -29.3% |
| 3M | +26.4% | -46.2% | +72.6% | +56.8% |
| 6M | -75.7% | -62.5% | -13.2% | -66.9% |
| YTD | -71.9% | -20.1% | -51.8% | -61.9% |
| 1Y | -89.3% | -29.7% | -59.6% | -85.0% |
| All | -89.3% | -33.2% | -56.1% | -85.0% |
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