-94.0%
MSTU vs SN
+41.3%
-135.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.0% | -2.8% | -4.0% |
| 7D | -22.0% | -7.2% | -14.8% | -17.7% |
| 30D | +60.3% | -13.4% | +73.7% | +78.8% |
| 3M | -3.7% | +26.8% | -30.5% | -19.5% |
| 6M | -45.2% | +44.6% | -89.8% | -59.7% |
| YTD | -64.3% | +45.3% | -109.6% | -72.7% |
| 1Y | -94.0% | +40.1% | -134.1% | -93.4% |
| All | -94.0% | +41.3% | -135.3% | -93.4% |
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