-92.7%
MSTU vs RBA
-26.5%
-66.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +21.3% | -2.9% | +24.3% | +23.1% |
| 30D | +90.8% | -12.3% | +103.1% | +103.9% |
| 3M | -6.8% | -20.5% | +13.8% | -2.2% |
| 6M | -39.8% | -18.5% | -21.3% | -38.3% |
| YTD | -55.7% | -18.2% | -37.5% | -52.8% |
| 1Y | -92.7% | -27.5% | -65.2% | -90.6% |
| All | -92.7% | -26.5% | -66.1% | -90.6% |
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