-89.3%
MSTU vs PL
+8.6%
-97.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | -27.7% | +13.4% | -41.1% | -32.5% |
| 30D | -40.3% | -10.2% | -30.1% | -37.1% |
| 3M | +26.4% | -39.5% | +65.9% | +58.9% |
| 6M | -75.7% | -65.7% | -10.0% | -60.2% |
| YTD | -71.9% | -27.3% | -44.6% | -68.7% |
| 1Y | -89.3% | +15.0% | -104.3% | -89.6% |
| All | -89.3% | +8.6% | -97.9% | -89.6% |
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