-93.7%
MSTU vs SM
+46.0%
-139.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | +12.9% | -0.2% | +13.1% | +12.9% |
| 30D | +68.3% | +20.3% | +48.1% | +66.8% |
| 3M | +0.4% | +22.9% | -22.5% | -1.9% |
| 6M | -41.5% | +47.8% | -89.3% | -51.0% |
| YTD | -61.7% | +107.5% | -169.2% | -75.2% |
| 1Y | -93.7% | +51.7% | -145.4% | -95.7% |
| All | -93.7% | +46.0% | -139.7% | -95.7% |
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