-88.4%
MSTU vs RRX
-3.8%
-84.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.9% | -4.9% | -5.1% |
| 7D | -22.0% | -3.7% | -18.3% | -19.3% |
| 30D | +60.3% | -9.3% | +69.6% | +73.8% |
| 3M | -3.7% | -21.8% | +18.1% | +9.6% |
| 6M | -45.2% | -22.0% | -23.2% | -39.3% |
| YTD | -64.3% | +11.9% | -76.3% | -77.6% |
| 1Y | -94.0% | +11.6% | -105.6% | -96.3% |
| All | -88.4% | -3.8% | -84.6% | -90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling