-87.2%
MSTU vs RRX
+30.0%
-117.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -3.6% | +14.0% | +11.6% |
| 7D | -4.8% | +7.6% | -12.5% | -7.4% |
| 30D | -29.6% | +7.5% | -37.1% | -31.2% |
| 3M | +69.4% | -21.0% | +90.4% | +79.0% |
| 6M | -62.2% | -18.1% | -44.2% | -61.6% |
| YTD | -61.1% | +24.3% | -85.3% | -58.4% |
| 1Y | -87.2% | +29.3% | -116.5% | -86.2% |
| All | -87.2% | +30.0% | -117.2% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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