-87.2%
MSTU vs MOH
+53.5%
-140.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +8.9% | +1.4% | +14.8% |
| 7D | -4.8% | +14.3% | -19.1% | +2.1% |
| 30D | -29.6% | +16.7% | -46.2% | -23.6% |
| 3M | +69.4% | +18.3% | +51.1% | +86.9% |
| 6M | -62.2% | +15.8% | -78.0% | -57.4% |
| YTD | -61.1% | +30.5% | -91.5% | -57.4% |
| 1Y | -87.2% | +49.3% | -136.4% | -88.3% |
| All | -87.2% | +53.5% | -140.7% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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