-90.1%
MSTU vs SN
+140.3%
-230.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.3% | -6.0% | -6.3% |
| 7D | -21.7% | +7.6% | -29.3% | -25.8% |
| 30D | -42.8% | +22.4% | -65.2% | -50.6% |
| 3M | +21.4% | +21.7% | -0.2% | +6.0% |
| 6M | -74.1% | +102.8% | -176.9% | -85.7% |
| YTD | -72.4% | +102.4% | -174.8% | -83.7% |
| 1Y | -90.1% | +139.0% | -229.1% | -94.5% |
| All | -90.1% | +140.3% | -230.4% | -94.5% |
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 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