-86.8%
MSTU vs SM
+0.1%
-86.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +3.6% | -12.3% | -10.4% |
| 7D | +16.1% | -0.2% | +16.3% | +15.7% |
| 30D | +68.7% | +31.5% | +37.1% | +46.0% |
| 3M | -11.0% | +17.3% | -28.3% | -20.9% |
| 6M | -33.4% | +48.5% | -81.9% | -54.8% |
| YTD | -59.5% | +106.3% | -165.8% | -79.3% |
| 1Y | -93.4% | +47.3% | -140.7% | -95.6% |
| All | -86.8% | +0.1% | -86.9% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling