-92.4%
MSTU vs QS
-38.5%
-54.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.2% | +0.1% | -1.5% |
| 7D | -25.8% | -14.0% | -11.8% | -18.1% |
| 30D | -43.9% | -6.4% | -37.5% | -40.4% |
| 3M | +2.9% | -40.3% | +43.1% | +47.8% |
| 6M | -75.5% | -57.5% | -18.0% | -56.7% |
| YTD | -76.7% | -64.7% | -12.0% | -53.0% |
| 1Y | -88.9% | -72.9% | -16.1% | -73.8% |
| All | -92.4% | -38.5% | -54.0% | -89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling