-88.4%
MSTU vs SM
+1.2%
-89.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.5% | -7.3% | -7.1% |
| 7D | -22.0% | +2.1% | -24.2% | -23.0% |
| 30D | +60.3% | +18.1% | +42.2% | +47.2% |
| 3M | -3.7% | +17.0% | -20.7% | -14.3% |
| 6M | -45.2% | +55.4% | -100.6% | -64.1% |
| YTD | -64.3% | +108.6% | -172.9% | -81.8% |
| 1Y | -94.0% | +45.7% | -139.7% | -96.0% |
| All | -88.4% | +1.2% | -89.5% | -90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling