-87.5%
MSTU vs PODD
-41.4%
-46.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.4% | -3.2% |
| 7D | +12.9% | -6.9% | +19.8% | +19.5% |
| 30D | +68.3% | -3.5% | +71.8% | +72.1% |
| 3M | +0.4% | -13.6% | +14.0% | +5.0% |
| 6M | -41.5% | -42.6% | +1.1% | -6.8% |
| YTD | -61.7% | -51.5% | -10.2% | -25.7% |
| 1Y | -93.7% | -60.9% | -32.8% | -84.3% |
| All | -87.5% | -41.4% | -46.1% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 5y: compounded portfolio wealth divided by compounded PODD 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…
5y analysis · Full analysis span regression · 6 months rolling