-92.0%
MSTU vs P
+120.2%
-212.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.4% | -16.3% | -15.4% |
| 7D | -23.0% | +17.8% | -40.8% | -32.5% |
| 30D | -47.7% | -29.9% | -17.8% | -32.5% |
| 3M | +12.5% | -1.2% | +13.7% | +7.3% |
| 6M | -76.1% | +32.1% | -108.2% | -83.1% |
| YTD | -75.5% | +64.3% | -139.8% | -85.2% |
| 1Y | -90.1% | +24.3% | -114.3% | -93.1% |
| All | -92.0% | +120.2% | -212.2% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling