-88.4%
MSTU vs OMC
-16.4%
-72.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.5% | -8.3% | -8.1% |
| 7D | -22.0% | -6.2% | -15.8% | -17.4% |
| 30D | +60.3% | -7.6% | +67.9% | +72.7% |
| 3M | -3.7% | +7.4% | -11.1% | -9.1% |
| 6M | -45.2% | +0.1% | -45.3% | -45.2% |
| YTD | -64.3% | +0.4% | -64.7% | -64.5% |
| 1Y | -94.0% | +7.8% | -101.8% | -94.6% |
| All | -88.4% | -16.4% | -72.0% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling