-94.0%
MSTU vs RMBS
+9.6%
-103.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.6% | -4.2% | -5.3% |
| 7D | -22.0% | +1.2% | -23.2% | -22.6% |
| 30D | +60.3% | -11.5% | +71.8% | +72.0% |
| 3M | -3.7% | -38.2% | +34.5% | +25.1% |
| 6M | -45.2% | -4.8% | -40.4% | -55.8% |
| YTD | -64.3% | -7.1% | -57.2% | -70.5% |
| All | -94.0% | +9.6% | -103.6% | -95.2% |
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