-86.8%
MSTU vs RBA
-1.5%
-85.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.0% | -6.7% | -6.4% |
| 7D | +16.1% | -1.1% | +17.2% | +17.9% |
| 30D | +68.7% | -13.2% | +81.9% | +97.5% |
| 3M | -11.0% | -21.4% | +10.4% | +4.4% |
| 6M | -33.4% | -20.9% | -12.5% | -22.0% |
| YTD | -59.5% | -19.9% | -39.7% | -55.1% |
| 1Y | -93.4% | -28.7% | -64.7% | -90.6% |
| All | -86.8% | -1.5% | -85.3% | -88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling