-85.6%
MSTU vs PODD
-37.4%
-48.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -1.7% |
| 7D | +21.3% | +1.6% | +19.7% | +20.5% |
| 30D | +90.8% | +10.7% | +80.1% | +76.0% |
| 3M | -6.8% | +0.7% | -7.5% | -16.7% |
| 6M | -39.8% | -39.3% | -0.5% | -7.4% |
| YTD | -55.7% | -48.1% | -7.6% | -18.2% |
| 1Y | -92.7% | -57.4% | -35.2% | -83.1% |
| All | -85.6% | -37.4% | -48.2% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling