-88.0%
MSTU vs NYT
+23.2%
-111.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.4% |
| 7D | -16.6% | -0.6% | -16.0% | -16.4% |
| 30D | +69.7% | +4.6% | +65.1% | +66.8% |
| 3M | -7.5% | -9.6% | +2.1% | -5.1% |
| 6M | -43.1% | -14.0% | -29.1% | -41.3% |
| YTD | -63.0% | -2.8% | -60.2% | -64.1% |
| 1Y | -93.8% | +15.6% | -109.4% | -94.7% |
| All | -88.0% | +23.2% | -111.2% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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