-87.2%
MSTU vs RNG
+179.4%
-266.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.2% | +10.6% | +10.5% |
| 7D | -4.8% | -9.6% | +4.7% | +0.3% |
| 30D | -29.6% | -1.4% | -28.2% | -28.3% |
| 3M | +69.4% | +28.8% | +40.6% | +55.4% |
| 6M | -62.2% | +65.6% | -127.8% | -69.1% |
| YTD | -61.1% | +171.4% | -232.5% | -78.3% |
| 1Y | -87.2% | +185.3% | -272.5% | -92.0% |
| All | -87.2% | +179.4% | -266.6% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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