-85.6%
MSTU vs PL
+754.7%
-840.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.6% |
| 7D | +21.3% | -9.3% | +30.6% | +25.3% |
| 30D | +90.8% | -18.9% | +109.7% | +107.2% |
| 3M | -6.8% | -58.4% | +51.6% | +35.4% |
| 6M | -39.8% | -30.3% | -9.5% | -33.2% |
| YTD | -55.7% | -8.1% | -47.6% | -55.1% |
| 1Y | -92.7% | +180.5% | -273.2% | -95.6% |
| All | -85.6% | +754.7% | -840.3% | -97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling