-89.8%
MSTU vs RBA
+12.5%
-102.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | 0.0% |
| 7D | -4.3% | +4.3% | -8.5% | -8.3% |
| 30D | -34.6% | +16.3% | -50.9% | -44.9% |
| 3M | +39.0% | +1.3% | +37.7% | +36.0% |
| 6M | -70.5% | -11.1% | -59.4% | -69.5% |
| YTD | -68.6% | -8.5% | -60.2% | -70.2% |
| 1Y | -88.6% | -2.1% | -86.5% | -90.7% |
| All | -89.8% | +12.5% | -102.3% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling