-92.4%
MSTU vs P
+116.0%
-208.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.9% | -3.1% | -3.6% |
| 7D | -25.8% | +11.6% | -37.4% | -32.2% |
| 30D | -43.9% | -23.7% | -20.2% | -32.1% |
| 3M | +2.9% | -8.0% | +10.9% | +3.9% |
| 6M | -75.5% | +27.9% | -103.4% | -82.2% |
| YTD | -76.7% | +61.2% | -137.9% | -85.8% |
| 1Y | -88.9% | +28.6% | -117.6% | -92.6% |
| All | -92.4% | +116.0% | -208.4% | -96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling