-92.7%
MSTU vs QS
-28.5%
-64.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.6% |
| 7D | +21.3% | -2.3% | +23.6% | +23.7% |
| 30D | +90.8% | -0.7% | +91.5% | +93.0% |
| 3M | -6.8% | -39.6% | +32.9% | +35.3% |
| 6M | -39.8% | -21.7% | -18.1% | -28.6% |
| YTD | -55.7% | -47.4% | -8.3% | -30.8% |
| 1Y | -92.7% | -28.4% | -64.3% | -87.5% |
| All | -92.7% | -28.5% | -64.2% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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