-88.0%
MSTU vs RMBS
+123.0%
-211.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +2.0% |
| 7D | -16.6% | +1.8% | -18.4% | -17.8% |
| 30D | +69.7% | -13.9% | +83.6% | +91.6% |
| 3M | -7.5% | -39.8% | +32.3% | +35.2% |
| 6M | -43.1% | -6.0% | -37.1% | -54.9% |
| YTD | -63.0% | -5.4% | -57.7% | -71.4% |
| 1Y | -93.8% | -1.8% | -92.0% | -95.6% |
| All | -88.0% | +123.0% | -211.0% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling