-88.0%
MSTU vs OSCR
+49.0%
-136.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | -16.6% | +1.6% | -18.2% | -17.2% |
| 30D | +69.7% | +10.7% | +59.0% | +62.3% |
| 3M | -7.5% | +13.4% | -20.8% | -12.5% |
| 6M | -43.1% | +144.6% | -187.7% | -60.7% |
| YTD | -63.0% | +128.0% | -191.1% | -73.8% |
| 1Y | -93.8% | +68.7% | -162.4% | -95.2% |
| All | -88.0% | +49.0% | -136.9% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling