-88.9%
MSTU vs S
+30.9%
-119.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.7% |
| 7D | -25.8% | +2.0% | -27.8% | -27.1% |
| 30D | -43.9% | -2.7% | -41.1% | -42.0% |
| 3M | +2.9% | -6.9% | +9.8% | +8.6% |
| 6M | -75.5% | +38.1% | -113.6% | -82.0% |
| YTD | -76.7% | +48.0% | -124.7% | -84.5% |
| 1Y | -88.9% | +34.5% | -123.4% | -92.3% |
| All | -88.9% | +30.9% | -119.8% | -92.3% |
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