-93.7%
MSTU vs ROP
-24.5%
-69.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.7% |
| 7D | +12.9% | -6.1% | +19.0% | +17.5% |
| 30D | +68.3% | -3.4% | +71.7% | +73.5% |
| 3M | +0.4% | +16.7% | -16.3% | -7.3% |
| 6M | -41.5% | +8.1% | -49.6% | -41.7% |
| YTD | -61.7% | -11.7% | -50.0% | -61.2% |
| 1Y | -93.7% | -24.2% | -69.4% | -92.6% |
| All | -93.7% | -24.5% | -69.1% | -92.6% |
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