-88.4%
MSTU vs OSCR
+48.1%
-136.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.6% | -9.4% | -7.8% |
| 7D | -22.0% | +1.1% | -23.1% | -22.4% |
| 30D | +60.3% | +16.5% | +43.8% | +50.1% |
| 3M | -3.7% | +17.0% | -20.7% | -10.0% |
| 6M | -45.2% | +145.0% | -190.1% | -62.2% |
| YTD | -64.3% | +126.7% | -191.0% | -74.7% |
| 1Y | -94.0% | +67.2% | -161.3% | -95.3% |
| All | -88.4% | +48.1% | -136.5% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling