-93.4%
MSTU vs P
+26.4%
-119.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.6% | -10.3% | -9.7% |
| 7D | +16.1% | +7.8% | +8.3% | +11.5% |
| 30D | +68.7% | +12.3% | +56.3% | +46.1% |
| 3M | -11.0% | +37.1% | -48.1% | -35.2% |
| 6M | -33.4% | +66.1% | -99.5% | -59.9% |
| YTD | -59.5% | +50.9% | -110.4% | -72.9% |
| 1Y | -93.4% | +27.2% | -120.6% | -95.7% |
| All | -93.4% | +26.4% | -119.8% | -95.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling