-87.2%
MSTU vs ROP
+10.4%
-97.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.9% | +6.4% | +8.7% |
| 7D | -4.8% | +11.7% | -16.5% | -9.3% |
| 30D | -29.6% | +35.5% | -65.0% | -39.9% |
| 3M | +69.4% | +25.6% | +43.7% | +53.6% |
| 6M | -62.2% | +39.3% | -101.5% | -66.8% |
| YTD | -61.1% | +11.6% | -72.7% | -69.9% |
| 1Y | -87.2% | +10.6% | -97.8% | -90.1% |
| All | -87.2% | +10.4% | -97.6% | -90.1% |
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