-87.2%
MSTU vs RUN
-53.7%
-33.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.3% | +9.1% | +9.6% |
| 7D | -4.8% | +18.5% | -23.3% | -13.5% |
| 30D | -29.6% | +15.5% | -45.1% | -34.4% |
| 3M | +69.4% | -20.3% | +89.7% | +88.7% |
| 6M | -62.2% | -30.8% | -31.5% | -54.7% |
| YTD | -61.1% | -52.2% | -8.8% | -46.0% |
| 1Y | -87.2% | -53.9% | -33.3% | -82.2% |
| All | -87.2% | -53.7% | -33.4% | -82.2% |
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