-87.2%
MSTU vs Q
+19.7%
-106.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.1% | +10.4% | +10.4% |
| 7D | -4.8% | -3.3% | -1.6% | -1.8% |
| 30D | -29.6% | -9.7% | -19.9% | -23.0% |
| 3M | +69.4% | -16.1% | +85.5% | +93.3% |
| 6M | -62.2% | -15.7% | -46.6% | -60.6% |
| YTD | -61.1% | +45.7% | -106.8% | -75.8% |
| 1Y | -87.2% | +18.0% | -105.2% | -90.7% |
| All | -87.2% | +19.7% | -106.8% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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