-86.8%
MSTU vs OMC
-14.6%
-72.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.8% | -6.8% | -7.1% |
| 7D | +16.1% | -5.8% | +21.9% | +23.0% |
| 30D | +68.7% | -4.8% | +73.5% | +77.2% |
| 3M | -11.0% | +9.2% | -20.2% | -17.3% |
| 6M | -33.4% | -2.5% | -30.9% | -32.0% |
| YTD | -59.5% | +2.6% | -62.1% | -60.5% |
| 1Y | -93.4% | +5.9% | -99.3% | -93.8% |
| All | -86.8% | -14.6% | -72.2% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling