-88.0%
MSTU vs MOH
-42.1%
-45.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +4.1% |
| 7D | -16.6% | +1.7% | -18.3% | -16.2% |
| 30D | +69.7% | -0.9% | +70.6% | +70.2% |
| 3M | -7.5% | +5.7% | -13.2% | -5.2% |
| 6M | -43.1% | +39.1% | -82.2% | -38.1% |
| YTD | -63.0% | +17.7% | -80.7% | -60.7% |
| 1Y | -93.8% | +8.4% | -102.2% | -93.4% |
| All | -88.0% | -42.1% | -45.8% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling