-92.4%
MSTU vs RUN
-57.5%
-34.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.3% | -5.4% |
| 7D | -25.8% | -13.5% | -12.3% | -22.0% |
| 30D | -43.9% | +18.3% | -62.2% | -47.3% |
| 3M | +2.9% | -12.5% | +15.4% | +6.2% |
| 6M | -75.5% | -40.3% | -35.2% | -71.4% |
| YTD | -76.7% | -53.1% | -23.6% | -71.2% |
| 1Y | -88.9% | -54.3% | -34.7% | -86.2% |
| All | -92.4% | -57.5% | -34.9% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling