-92.7%
MSTU vs ROP
-21.5%
-71.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -1.2% |
| 7D | +21.3% | -4.4% | +25.8% | +24.5% |
| 30D | +90.8% | +3.2% | +87.6% | +90.1% |
| 3M | -6.8% | +23.1% | -29.8% | -16.4% |
| 6M | -39.8% | +13.3% | -53.1% | -41.9% |
| YTD | -55.7% | -7.9% | -47.8% | -56.7% |
| 1Y | -92.7% | -22.1% | -70.6% | -91.8% |
| All | -92.7% | -21.5% | -71.2% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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