-85.6%
MSTU vs RUN
-56.2%
-29.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.0% |
| 7D | +21.3% | +1.3% | +20.1% | +20.6% |
| 30D | +90.8% | -15.3% | +106.1% | +100.7% |
| 3M | -6.8% | -40.0% | +33.2% | +9.1% |
| 6M | -39.8% | -27.0% | -12.9% | -33.3% |
| YTD | -55.7% | -51.7% | -4.0% | -45.1% |
| 1Y | -92.7% | -45.9% | -46.8% | -91.1% |
| All | -85.6% | -56.2% | -29.3% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling