-94.0%
MSTU vs RBA
-30.1%
-63.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.0% | -5.8% | -6.3% |
| 7D | -22.0% | -3.3% | -18.7% | -20.6% |
| 30D | +60.3% | -9.8% | +70.1% | +69.0% |
| 3M | -3.7% | -23.5% | +19.7% | +3.4% |
| 6M | -45.2% | -21.5% | -23.7% | -42.5% |
| YTD | -64.3% | -21.2% | -43.1% | -61.3% |
| 1Y | -94.0% | -30.2% | -63.8% | -91.6% |
| All | -94.0% | -30.1% | -63.9% | -91.6% |
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