-87.5%
MSTU vs RSG
+12.8%
-100.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.4% |
| 7D | +12.9% | 0.0% | +12.9% | +12.9% |
| 30D | +68.3% | +3.7% | +64.7% | +68.8% |
| 3M | +0.4% | +6.2% | -5.8% | -0.1% |
| 6M | -41.5% | -2.8% | -38.7% | -37.7% |
| YTD | -61.7% | +5.9% | -67.6% | -62.2% |
| 1Y | -93.7% | -1.8% | -91.9% | -93.3% |
| All | -87.5% | +12.8% | -100.3% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling