-87.5%
MSTU vs MTB
+44.8%
-132.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.1% |
| 7D | +12.9% | +1.1% | +11.8% | +11.9% |
| 30D | +68.3% | -4.6% | +73.0% | +79.5% |
| 3M | +0.4% | +6.3% | -5.9% | -14.5% |
| 6M | -41.5% | +15.6% | -57.1% | -58.4% |
| YTD | -61.7% | +20.6% | -82.3% | -75.5% |
| 1Y | -93.7% | +22.5% | -116.2% | -96.2% |
| All | -87.5% | +44.8% | -132.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling