-87.2%
MSTU vs SNY
+2.7%
-89.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.7% | +5.6% | +10.4% |
| 7D | -4.8% | +12.4% | -17.2% | -4.2% |
| 30D | -29.6% | +20.1% | -49.7% | -29.2% |
| 3M | +69.4% | +11.2% | +58.2% | +71.6% |
| 6M | -62.2% | +9.5% | -71.8% | -62.2% |
| YTD | -61.1% | +3.4% | -64.5% | -63.1% |
| 1Y | -87.2% | +2.0% | -89.2% | -88.0% |
| All | -87.2% | +2.7% | -89.9% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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