-90.8%
MSTU vs MOD
-7.8%
-83.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | -0.4% |
| 7D | -27.7% | +8.2% | -36.0% | -31.6% |
| 30D | -40.3% | -38.2% | -2.1% | -19.2% |
| 3M | +26.4% | -46.2% | +72.6% | +87.5% |
| 6M | -75.7% | -62.5% | -13.2% | -56.3% |
| YTD | -71.9% | -20.1% | -51.8% | -74.6% |
| 1Y | -89.3% | -29.7% | -59.6% | -89.7% |
| All | -90.8% | -7.8% | -83.1% | -94.6% |
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