-89.3%
MSTU vs MOS
-7.3%
-82.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -27.7% | +5.5% | -33.2% | -29.1% |
| 30D | -40.3% | +21.0% | -61.2% | -44.3% |
| 3M | +26.4% | -0.5% | +26.9% | +22.5% |
| 6M | -75.7% | +6.6% | -82.3% | -76.9% |
| YTD | -71.9% | -2.8% | -69.1% | -72.6% |
| 1Y | -89.3% | -8.1% | -81.2% | -89.4% |
| All | -89.3% | -7.3% | -82.0% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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