-88.0%
MSTU vs OMC
-16.8%
-71.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.1% | +4.1% |
| 7D | -16.6% | -4.4% | -12.2% | -13.2% |
| 30D | +69.7% | -7.6% | +77.3% | +82.9% |
| 3M | -7.5% | +4.5% | -12.0% | -10.8% |
| 6M | -43.1% | -0.3% | -42.9% | -42.9% |
| YTD | -63.0% | -0.1% | -62.9% | -63.1% |
| 1Y | -93.8% | +4.6% | -98.4% | -94.2% |
| All | -88.0% | -16.8% | -71.1% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling