-87.5%
MSTU vs RUN
-56.7%
-30.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.6% | -0.9% | -3.9% |
| 7D | +12.9% | -1.8% | +14.7% | +13.4% |
| 30D | +68.3% | -10.8% | +79.2% | +74.2% |
| 3M | +0.4% | -30.2% | +30.5% | +11.0% |
| 6M | -41.5% | -22.3% | -19.2% | -36.5% |
| YTD | -61.7% | -52.2% | -9.5% | -52.5% |
| 1Y | -93.7% | -45.1% | -48.6% | -92.4% |
| All | -87.5% | -56.7% | -30.8% | -87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling