-87.2%
MSTU vs PL
-0.6%
-86.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -6.4% | +16.7% | +13.5% |
| 7D | -4.8% | -11.7% | +6.9% | +1.3% |
| 30D | -29.6% | -27.1% | -2.4% | -17.0% |
| 3M | +69.4% | -44.6% | +114.0% | +124.8% |
| 6M | -62.2% | -67.2% | +4.9% | -35.7% |
| YTD | -61.1% | -35.9% | -25.2% | -54.3% |
| 1Y | -87.2% | -0.4% | -86.8% | -86.9% |
| All | -87.2% | -0.6% | -86.5% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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