-85.6%
MSTU vs RMBS
+119.1%
-204.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -4.2% |
| 7D | +21.3% | -0.3% | +21.7% | +21.9% |
| 30D | +90.8% | -12.2% | +103.0% | +111.7% |
| 3M | -6.8% | -49.5% | +42.8% | +59.2% |
| 6M | -39.8% | -7.1% | -32.7% | -51.8% |
| YTD | -55.7% | -7.0% | -48.7% | -65.2% |
| 1Y | -92.7% | +13.3% | -106.0% | -95.8% |
| All | -85.6% | +119.1% | -204.7% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling