-88.9%
MSTU vs MOD
-6.2%
-82.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +27.9% | -32.9% | -12.2% |
| 7D | -25.8% | +40.4% | -66.2% | -33.6% |
| 30D | -43.9% | -14.0% | -29.9% | -41.1% |
| 3M | +2.9% | -33.3% | +36.2% | +16.9% |
| 6M | -75.5% | -51.4% | -24.1% | -70.1% |
| YTD | -76.7% | +1.6% | -78.3% | -67.9% |
| 1Y | -88.9% | +5.4% | -94.3% | -84.7% |
| All | -88.9% | -6.2% | -82.8% | -84.7% |
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