-88.0%
MSTU vs RSG
+12.9%
-100.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.6% |
| 7D | -16.6% | 0.0% | -16.6% | -16.6% |
| 30D | +69.7% | +4.0% | +65.7% | +70.1% |
| 3M | -7.5% | +7.4% | -14.9% | -8.0% |
| 6M | -43.1% | +0.1% | -43.2% | -41.0% |
| YTD | -63.0% | +6.0% | -69.1% | -63.5% |
| 1Y | -93.8% | -3.0% | -90.8% | -93.3% |
| All | -88.0% | +12.9% | -100.9% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling