-92.7%
MSTU vs RUN
-46.2%
-46.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -2.9% |
| 7D | +21.3% | +1.3% | +20.1% | +20.1% |
| 30D | +90.8% | -15.3% | +106.1% | +107.3% |
| 3M | -6.8% | -40.0% | +33.2% | +21.8% |
| 6M | -39.8% | -27.0% | -12.9% | -29.4% |
| YTD | -55.7% | -51.7% | -4.0% | -37.8% |
| 1Y | -92.7% | -45.9% | -46.8% | -90.1% |
| All | -92.7% | -46.2% | -46.5% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling