-88.0%
MSTU vs SNY
-17.7%
-70.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.5% |
| 7D | -16.6% | -3.3% | -13.3% | -15.7% |
| 30D | +69.7% | -2.2% | +71.9% | +70.9% |
| 3M | -7.5% | -3.0% | -4.4% | -6.9% |
| 6M | -43.1% | +2.7% | -45.9% | -43.8% |
| YTD | -63.0% | -6.8% | -56.2% | -62.5% |
| 1Y | -93.8% | -5.3% | -88.5% | -93.8% |
| All | -88.0% | -17.7% | -70.3% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling