-88.4%
MSTU vs QS
-13.4%
-75.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -6.3% |
| 7D | -22.0% | -5.0% | -17.1% | -19.5% |
| 30D | +60.3% | -18.3% | +78.6% | +84.1% |
| 3M | -3.7% | -26.0% | +22.3% | +16.7% |
| 6M | -45.2% | -24.0% | -21.1% | -34.4% |
| YTD | -64.3% | -50.3% | -14.0% | -43.4% |
| 1Y | -94.0% | -38.0% | -56.1% | -91.5% |
| All | -88.4% | -13.4% | -75.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling