-87.5%
MSTU vs S
-22.5%
-65.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +12.9% | -1.2% | +14.1% | +14.8% |
| 30D | +68.3% | -12.6% | +80.9% | +92.5% |
| 3M | +0.4% | +27.6% | -27.2% | -27.1% |
| 6M | -41.5% | +35.5% | -77.0% | -62.9% |
| YTD | -61.7% | +29.6% | -91.3% | -74.0% |
| 1Y | -93.7% | +8.1% | -101.8% | -94.5% |
| All | -87.5% | -22.5% | -65.0% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling