-88.4%
MSTU vs RSG
+12.1%
-100.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.6% | -6.2% | -6.8% |
| 7D | -22.0% | -1.8% | -20.2% | -22.1% |
| 30D | +60.3% | +2.8% | +57.5% | +60.6% |
| 3M | -3.7% | +4.3% | -8.0% | -4.0% |
| 6M | -45.2% | -0.5% | -44.7% | -43.2% |
| YTD | -64.3% | +5.2% | -69.5% | -64.8% |
| 1Y | -94.0% | -2.1% | -91.9% | -93.7% |
| All | -88.4% | +12.1% | -100.4% | -89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling