-87.2%
MSTU vs SN
+156.5%
-243.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.1% | +6.2% | +7.5% |
| 7D | -4.8% | +10.6% | -15.5% | -11.4% |
| 30D | -29.6% | +20.0% | -49.6% | -37.6% |
| 3M | +69.4% | +30.4% | +39.0% | +43.5% |
| 6M | -62.2% | +91.0% | -153.2% | -76.7% |
| YTD | -61.1% | +95.9% | -157.0% | -75.0% |
| 1Y | -87.2% | +158.9% | -246.0% | -91.8% |
| All | -87.2% | +156.5% | -243.6% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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