-87.2%
MSTU vs S
+36.5%
-123.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.6% | +8.7% | +9.0% |
| 7D | -4.8% | -8.2% | +3.4% | +1.7% |
| 30D | -29.6% | -7.6% | -21.9% | -24.9% |
| 3M | +69.4% | +12.0% | +57.4% | +52.2% |
| 6M | -62.2% | +50.6% | -112.8% | -75.0% |
| YTD | -61.1% | +56.6% | -117.7% | -75.9% |
| 1Y | -87.2% | +39.2% | -126.4% | -91.3% |
| All | -87.2% | +36.5% | -123.7% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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