-88.0%
MSTU vs QSR
+19.3%
-107.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.3% |
| 7D | -16.6% | -4.0% | -12.6% | -15.2% |
| 30D | +69.7% | +2.8% | +67.0% | +69.5% |
| 3M | -7.5% | +5.1% | -12.6% | -8.5% |
| 6M | -43.1% | +8.8% | -51.9% | -43.9% |
| YTD | -63.0% | +14.8% | -77.9% | -64.3% |
| 1Y | -93.8% | +25.7% | -119.5% | -94.4% |
| All | -88.0% | +19.3% | -107.3% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling