-90.1%
MSTU vs RBA
-3.8%
-86.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -7.4% |
| 7D | -21.7% | +3.2% | -24.9% | -22.8% |
| 30D | -42.8% | +12.0% | -54.8% | -45.6% |
| 3M | +21.4% | +2.9% | +18.5% | +20.2% |
| 6M | -74.1% | -6.3% | -67.8% | -75.3% |
| YTD | -72.4% | -5.9% | -66.5% | -71.8% |
| 1Y | -90.1% | -3.9% | -86.2% | -89.6% |
| All | -90.1% | -3.8% | -86.3% | -89.6% |
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