-87.2%
MSTU vs QS
-71.4%
-15.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +7.5% | +2.8% | +2.2% |
| 7D | -4.8% | +4.5% | -9.3% | -8.5% |
| 30D | -29.6% | -4.1% | -25.4% | -25.4% |
| 3M | +69.4% | -22.1% | +91.5% | +122.9% |
| 6M | -62.2% | -38.4% | -23.9% | -43.4% |
| YTD | -61.1% | -57.5% | -3.6% | -4.5% |
| 1Y | -87.2% | -71.3% | -15.9% | -43.3% |
| All | -87.2% | -71.4% | -15.7% | -43.3% |
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