-86.8%
MSTU vs QS
-6.5%
-80.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.0% | -10.6% | -10.0% |
| 7D | +16.1% | +2.2% | +13.9% | +14.3% |
| 30D | +68.7% | -8.1% | +76.7% | +79.0% |
| 3M | -11.0% | -27.0% | +16.0% | +9.1% |
| 6M | -33.4% | -16.4% | -16.9% | -25.1% |
| YTD | -59.5% | -46.4% | -13.2% | -38.9% |
| 1Y | -93.4% | -41.1% | -52.3% | -90.4% |
| All | -86.8% | -6.5% | -80.3% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling