-88.0%
MSTU vs RUN
-57.9%
-30.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.8% |
| 7D | -16.6% | -3.7% | -12.9% | -15.6% |
| 30D | +69.7% | -13.0% | +82.7% | +77.1% |
| 3M | -7.5% | -31.8% | +24.3% | +3.1% |
| 6M | -43.1% | -32.2% | -10.9% | -35.5% |
| YTD | -63.0% | -53.5% | -9.6% | -53.7% |
| 1Y | -93.8% | -46.5% | -47.2% | -92.4% |
| All | -88.0% | -57.9% | -30.1% | -87.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling