-88.0%
MSTU vs RRX
-0.3%
-87.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +0.4% |
| 7D | -16.6% | -0.3% | -16.2% | -16.2% |
| 30D | +69.7% | -6.1% | +75.8% | +78.6% |
| 3M | -7.5% | -23.1% | +15.6% | +7.6% |
| 6M | -43.1% | -19.5% | -23.6% | -38.6% |
| YTD | -63.0% | +16.1% | -79.1% | -77.5% |
| 1Y | -93.8% | +12.9% | -106.7% | -96.2% |
| All | -88.0% | -0.3% | -87.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling