-93.4%
MSTU vs PL
+131.1%
-224.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.7% | -6.9% | -7.8% |
| 7D | +16.1% | -7.5% | +23.7% | +19.0% |
| 30D | +68.7% | -25.6% | +94.2% | +94.4% |
| 3M | -11.0% | -45.6% | +34.6% | +20.7% |
| 6M | -33.4% | -29.5% | -3.8% | -28.1% |
| YTD | -59.5% | -9.7% | -49.8% | -61.0% |
| 1Y | -93.4% | +84.4% | -177.7% | -95.3% |
| All | -93.4% | +131.1% | -224.5% | -95.3% |
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