-87.2%
MSTU vs OSCR
+104.5%
-191.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +8.6% | +1.8% | +5.6% |
| 7D | -4.8% | +15.5% | -20.3% | -11.7% |
| 30D | -29.6% | +8.5% | -38.1% | -32.6% |
| 3M | +69.4% | +15.8% | +53.6% | +53.3% |
| 6M | -62.2% | +89.5% | -151.7% | -75.5% |
| YTD | -61.1% | +144.9% | -206.0% | -79.6% |
| 1Y | -87.2% | +105.1% | -192.2% | -92.6% |
| All | -87.2% | +104.5% | -191.6% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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