-87.2%
MSTU vs SM
+70.4%
-157.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -15.3% | +25.6% | +7.5% |
| 7D | -4.8% | -21.5% | +16.6% | -8.1% |
| 30D | -29.6% | -11.4% | -18.2% | -31.0% |
| 3M | +69.4% | +0.6% | +68.8% | +66.4% |
| 6M | -62.2% | +0.2% | -62.5% | -63.4% |
| YTD | -61.1% | +69.7% | -130.7% | -78.1% |
| 1Y | -87.2% | +71.6% | -158.7% | -92.8% |
| All | -87.2% | +70.4% | -157.5% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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