-87.5%
MSTU vs ROP
-28.2%
-59.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -3.9% |
| 7D | +12.9% | -6.1% | +19.0% | +21.9% |
| 30D | +68.3% | -3.4% | +71.7% | +77.7% |
| 3M | +0.4% | +16.7% | -16.3% | -18.9% |
| 6M | -41.5% | +8.1% | -49.6% | -47.8% |
| YTD | -61.7% | -11.7% | -50.0% | -52.5% |
| 1Y | -93.7% | -24.2% | -69.4% | -89.4% |
| All | -87.5% | -28.2% | -59.3% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling