-89.8%
MSTU vs SN
+116.0%
-205.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -3.9% |
| 7D | -4.3% | +7.2% | -11.5% | -10.2% |
| 30D | -34.6% | +20.4% | -55.0% | -44.8% |
| 3M | +39.0% | +23.9% | +15.1% | +14.6% |
| 6M | -70.5% | +93.0% | -163.6% | -85.3% |
| YTD | -68.6% | +99.2% | -167.9% | -84.4% |
| 1Y | -88.6% | +142.6% | -231.2% | -95.5% |
| All | -89.8% | +116.0% | -205.8% | -95.9% |
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