-87.5%
MSTU vs RMBS
+124.7%
-212.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -6.1% |
| 7D | +12.9% | +3.5% | +9.4% | +9.5% |
| 30D | +68.3% | -8.6% | +76.9% | +80.4% |
| 3M | +0.4% | -40.3% | +40.7% | +47.5% |
| 6M | -41.5% | -1.0% | -40.5% | -56.2% |
| YTD | -61.7% | -4.6% | -57.1% | -70.6% |
| 1Y | -93.7% | +17.6% | -111.2% | -96.5% |
| All | -87.5% | +124.7% | -212.3% | -97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling