-92.7%
MSTU vs SN
+46.4%
-139.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -2.4% |
| 7D | +21.3% | -9.3% | +30.7% | +30.2% |
| 30D | +90.8% | -4.8% | +95.6% | +99.2% |
| 3M | -6.8% | +40.4% | -47.2% | -28.1% |
| 6M | -39.8% | +50.9% | -90.8% | -56.5% |
| YTD | -55.7% | +54.9% | -110.6% | -67.4% |
| 1Y | -92.7% | +43.0% | -135.7% | -92.6% |
| All | -92.7% | +46.4% | -139.0% | -92.6% |
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