-92.7%
MSTU vs QSR
+33.2%
-125.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.0% | -3.2% |
| 7D | +21.3% | +2.4% | +18.9% | +21.4% |
| 30D | +90.8% | +7.6% | +83.2% | +92.1% |
| 3M | -6.8% | +12.6% | -19.4% | -5.4% |
| 6M | -39.8% | +14.4% | -54.2% | -36.4% |
| YTD | -55.7% | +19.6% | -75.3% | -50.7% |
| 1Y | -92.7% | +33.9% | -126.5% | -92.4% |
| All | -92.7% | +33.2% | -125.9% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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