-87.2%
MSTU vs RMBS
-18.2%
-69.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -6.0% | +16.3% | +14.0% |
| 7D | -4.8% | -8.9% | +4.1% | +0.8% |
| 30D | -29.6% | -24.8% | -4.7% | -15.9% |
| 3M | +69.4% | -17.6% | +86.9% | +90.1% |
| 6M | -62.2% | -25.7% | -36.6% | -58.8% |
| YTD | -61.1% | -9.8% | -51.3% | -69.1% |
| 1Y | -87.2% | -17.4% | -69.8% | -89.2% |
| All | -87.2% | -18.2% | -69.0% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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