-85.6%
MSTU vs MOD
+68.3%
-153.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.5% | -6.1% |
| 7D | +21.3% | +9.6% | +11.7% | +14.3% |
| 30D | +90.8% | 0.0% | +90.8% | +90.7% |
| 3M | -6.8% | -35.4% | +28.6% | +21.6% |
| 6M | -39.8% | -7.3% | -32.6% | -41.4% |
| YTD | -55.7% | +45.8% | -101.5% | -72.7% |
| 1Y | -92.7% | +43.1% | -135.8% | -95.6% |
| All | -85.6% | +68.3% | -153.9% | -94.2% |
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