-94.5%
MSTU vs Q
+74.5%
-169.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.1% | -9.9% | -10.5% |
| 7D | -23.0% | +11.5% | -34.5% | -29.6% |
| 30D | -47.7% | -0.2% | -47.5% | -47.0% |
| 3M | +12.5% | -13.6% | +26.1% | +26.0% |
| 6M | -76.1% | -27.0% | -49.0% | -70.5% |
| YTD | -75.5% | +50.5% | -126.0% | -84.7% |
| 1Y | -90.1% | +33.8% | -123.8% | -93.6% |
| All | -94.5% | +74.5% | -169.0% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling