-92.0%
MSTU vs SN
+113.3%
-205.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.0% | -9.9% | -10.1% |
| 7D | -23.0% | +1.4% | -24.4% | -23.9% |
| 30D | -47.7% | +16.6% | -64.3% | -54.4% |
| 3M | +12.5% | +18.3% | -5.8% | -3.0% |
| 6M | -76.1% | +103.1% | -179.1% | -88.6% |
| YTD | -75.5% | +96.7% | -172.2% | -87.7% |
| 1Y | -90.1% | +134.3% | -224.4% | -95.9% |
| All | -92.0% | +113.3% | -205.3% | -96.7% |
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