-87.2%
MSTU vs QSR
+23.8%
-111.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.5% | +4.9% | +9.5% |
| 7D | -4.8% | +5.2% | -10.0% | -5.6% |
| 30D | -29.6% | +12.2% | -41.7% | -30.6% |
| 3M | +69.4% | +7.0% | +62.3% | +72.0% |
| 6M | -62.2% | -0.3% | -61.9% | -62.9% |
| YTD | -61.1% | +18.0% | -79.1% | -52.7% |
| 1Y | -87.2% | +22.6% | -109.8% | -83.2% |
| All | -87.2% | +23.8% | -111.0% | -83.2% |
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