-94.0%
MSTU vs MTB
+22.5%
-116.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -7.0% |
| 7D | -22.0% | -0.4% | -21.6% | -21.8% |
| 30D | +60.3% | -4.6% | +64.9% | +63.1% |
| 3M | -3.7% | +7.4% | -11.1% | -11.9% |
| 6M | -45.2% | +18.7% | -63.9% | -55.1% |
| YTD | -64.3% | +21.1% | -85.4% | -70.3% |
| 1Y | -94.0% | +24.1% | -118.1% | -95.3% |
| All | -94.0% | +22.5% | -116.6% | -95.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling