-87.2%
MSTU vs RBA
-2.0%
-85.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.1% | +8.3% | +9.4% |
| 7D | -4.8% | +12.7% | -17.5% | -10.1% |
| 30D | -29.6% | +15.5% | -45.1% | -34.1% |
| 3M | +69.4% | -14.0% | +83.4% | +81.6% |
| 6M | -62.2% | -8.8% | -53.4% | -63.1% |
| YTD | -61.1% | -6.9% | -54.1% | -61.2% |
| 1Y | -87.2% | -3.0% | -84.2% | -87.2% |
| All | -87.2% | -2.0% | -85.2% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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