-76.1%
MSTU vs ROP
+45.0%
-121.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | 0.0% | -13.0% | -12.9% |
| 7D | -23.0% | -2.7% | -20.3% | -22.9% |
| 30D | -47.7% | +29.7% | -77.4% | -49.1% |
| 3M | +12.5% | +21.2% | -8.7% | +12.0% |
| 6M | -76.1% | +48.3% | -124.3% | -74.5% |
| All | -76.1% | +45.0% | -121.1% | -74.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling