-92.4%
MSTU vs MTB
+34.6%
-127.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -6.1% |
| 7D | -25.8% | +1.5% | -27.4% | -27.9% |
| 30D | -43.9% | +2.3% | -46.2% | -45.3% |
| 3M | +2.9% | -12.1% | +15.0% | +27.9% |
| 6M | -75.5% | +9.8% | -85.3% | -80.7% |
| YTD | -76.7% | +12.0% | -88.7% | -82.9% |
| 1Y | -88.9% | +22.0% | -111.0% | -93.4% |
| All | -92.4% | +34.6% | -127.0% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling