-88.4%
MSTU vs QSR
+18.6%
-107.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.7% | -6.1% | -6.5% |
| 7D | -22.0% | -4.7% | -17.3% | -20.5% |
| 30D | +60.3% | +4.3% | +56.0% | +59.6% |
| 3M | -3.7% | +5.4% | -9.2% | -4.8% |
| 6M | -45.2% | +8.2% | -53.3% | -45.8% |
| YTD | -64.3% | +14.1% | -78.4% | -65.4% |
| 1Y | -94.0% | +28.1% | -122.1% | -94.7% |
| All | -88.4% | +18.6% | -107.0% | -90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling