-85.6%
MSTU vs SM
-3.4%
-82.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.6% | -1.9% |
| 7D | +21.3% | +0.1% | +21.2% | +20.8% |
| 30D | +90.8% | +26.3% | +64.5% | +69.0% |
| 3M | -6.8% | +8.7% | -15.4% | -13.0% |
| 6M | -39.8% | +51.7% | -91.5% | -60.7% |
| YTD | -55.7% | +99.0% | -154.7% | -76.9% |
| 1Y | -92.7% | +34.6% | -127.3% | -94.8% |
| All | -85.6% | -3.4% | -82.1% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling