-86.8%
MSTU vs SN
+69.7%
-156.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.0% | -9.6% | -9.6% |
| 7D | +16.1% | +0.1% | +16.0% | +15.9% |
| 30D | +68.7% | -5.6% | +74.3% | +79.1% |
| 3M | -11.0% | +48.1% | -59.1% | -42.6% |
| 6M | -33.4% | +57.6% | -91.0% | -59.6% |
| YTD | -59.5% | +56.5% | -116.0% | -74.8% |
| 1Y | -93.4% | +52.6% | -145.9% | -95.8% |
| All | -86.8% | +69.7% | -156.5% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling