-92.7%
MSTU vs S
+10.1%
-102.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.5% |
| 7D | +21.3% | -7.7% | +29.0% | +30.8% |
| 30D | +90.8% | -5.3% | +96.1% | +97.3% |
| 3M | -6.8% | +20.3% | -27.0% | -23.5% |
| 6M | -39.8% | +47.4% | -87.2% | -63.1% |
| YTD | -55.7% | +32.5% | -88.2% | -68.9% |
| 1Y | -92.7% | +9.5% | -102.2% | -93.4% |
| All | -92.7% | +10.1% | -102.8% | -93.4% |
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