-76.2%
MSTU vs MOS
+7.0%
-83.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.0% | -8.2% | -7.6% |
| 7D | -21.7% | +24.8% | -46.5% | -28.7% |
| 30D | -42.8% | +22.7% | -65.4% | -47.7% |
| 3M | +21.4% | -1.2% | +22.6% | +13.4% |
| All | -76.2% | +7.0% | -83.2% | -79.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling