-86.8%
MSTU vs RNG
+135.4%
-222.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.4% | -4.3% | -5.8% |
| 7D | +16.1% | -0.8% | +17.0% | +17.8% |
| 30D | +68.7% | +11.4% | +57.3% | +59.0% |
| 3M | -11.0% | +72.1% | -83.1% | -39.7% |
| 6M | -33.4% | +67.9% | -101.3% | -55.1% |
| YTD | -59.5% | +144.3% | -203.9% | -81.5% |
| 1Y | -93.4% | +117.5% | -210.9% | -96.6% |
| All | -86.8% | +135.4% | -222.2% | -95.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling