-90.1%
MSTU vs P
+24.7%
-114.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.4% | -16.3% | -14.9% |
| 7D | -23.0% | +17.8% | -40.8% | -30.7% |
| 30D | -47.7% | -29.9% | -17.8% | -35.8% |
| 3M | +12.5% | -1.2% | +13.7% | +9.2% |
| 6M | -76.1% | +32.1% | -108.2% | -81.9% |
| YTD | -75.5% | +64.3% | -139.8% | -84.1% |
| 1Y | -90.1% | +24.3% | -114.3% | -93.5% |
| All | -90.1% | +24.7% | -114.8% | -93.5% |
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