-94.0%
MSTU vs OMC
+7.6%
-101.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.5% | -8.3% | -7.8% |
| 7D | -22.0% | -6.2% | -15.8% | -18.4% |
| 30D | +60.3% | -7.6% | +67.9% | +69.5% |
| 3M | -3.7% | +7.4% | -11.1% | -7.4% |
| 6M | -45.2% | +0.1% | -45.3% | -45.0% |
| YTD | -64.3% | +0.4% | -64.7% | -66.4% |
| All | -94.0% | +7.6% | -101.6% | -94.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling