-88.0%
MSTU vs RNG
+131.1%
-219.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | -16.6% | -6.1% | -10.5% | -12.9% |
| 30D | +69.7% | +9.6% | +60.1% | +61.9% |
| 3M | -7.5% | +83.3% | -90.8% | -40.3% |
| 6M | -43.1% | +77.9% | -121.1% | -63.4% |
| YTD | -63.0% | +139.9% | -203.0% | -82.9% |
| 1Y | -93.8% | +121.7% | -215.4% | -96.9% |
| All | -88.0% | +131.1% | -219.1% | -95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling