-85.6%
MSTU vs ROP
-25.1%
-60.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | +0.8% |
| 7D | +21.3% | -4.4% | +25.8% | +28.2% |
| 30D | +90.8% | +3.2% | +87.6% | +87.2% |
| 3M | -6.8% | +23.1% | -29.8% | -29.5% |
| 6M | -39.8% | +13.3% | -53.1% | -49.6% |
| YTD | -55.7% | -7.9% | -47.8% | -47.7% |
| 1Y | -92.7% | -22.1% | -70.6% | -88.0% |
| All | -85.6% | -25.1% | -60.5% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling