-86.8%
MSTU vs S
-22.6%
-64.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.3% | -6.4% | -6.2% |
| 7D | +16.1% | -5.8% | +22.0% | +24.1% |
| 30D | +68.7% | -9.2% | +77.9% | +84.3% |
| 3M | -11.0% | +23.4% | -34.4% | -32.4% |
| 6M | -33.4% | +36.9% | -70.3% | -58.3% |
| YTD | -59.5% | +29.5% | -89.0% | -72.5% |
| 1Y | -93.4% | +5.4% | -98.8% | -94.0% |
| All | -86.8% | -22.6% | -64.2% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling