-92.0%
MSTU vs MTB
+33.8%
-125.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.2% | -12.7% | -12.6% |
| 7D | -23.0% | 0.0% | -23.0% | -23.1% |
| 30D | -47.7% | +0.8% | -48.5% | -47.7% |
| 3M | +12.5% | -12.8% | +25.3% | +41.7% |
| 6M | -76.1% | +6.7% | -82.8% | -80.1% |
| YTD | -75.5% | +11.3% | -86.8% | -81.8% |
| 1Y | -90.1% | +20.2% | -110.2% | -93.8% |
| All | -92.0% | +33.8% | -125.8% | -96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling