-89.8%
MSTU vs MOD
-16.5%
-73.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -5.2% |
| 7D | -4.3% | -25.5% | +21.3% | +12.6% |
| 30D | -34.6% | -49.0% | +14.4% | +1.5% |
| 3M | +39.0% | -49.8% | +88.9% | +117.4% |
| 6M | -70.5% | -64.8% | -5.7% | -44.4% |
| YTD | -68.6% | -27.6% | -41.0% | -69.5% |
| 1Y | -88.6% | -35.2% | -53.4% | -88.5% |
| All | -89.8% | -16.5% | -73.3% | -93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling