-88.4%
MSTU vs MTB
+45.5%
-133.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -7.5% |
| 7D | -22.0% | -0.4% | -21.6% | -21.4% |
| 30D | +60.3% | -4.6% | +64.9% | +70.9% |
| 3M | -3.7% | +7.4% | -11.1% | -19.6% |
| 6M | -45.2% | +18.7% | -63.9% | -62.9% |
| YTD | -64.3% | +21.1% | -85.4% | -77.4% |
| 1Y | -94.0% | +24.1% | -118.1% | -96.5% |
| All | -88.4% | +45.5% | -133.8% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling