-87.5%
MSTU vs SN
+64.0%
-151.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -2.3% |
| 7D | +12.9% | -3.4% | +16.3% | +16.6% |
| 30D | +68.3% | -9.1% | +77.4% | +85.4% |
| 3M | +0.4% | +31.8% | -31.4% | -25.4% |
| 6M | -41.5% | +52.0% | -93.5% | -63.2% |
| YTD | -61.7% | +51.3% | -113.0% | -75.4% |
| 1Y | -93.7% | +46.9% | -140.5% | -95.8% |
| All | -87.5% | +64.0% | -151.6% | -93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling