-88.6%
MSTU vs STLD
+45.5%
-134.1%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -4.3% | -11.1% | +6.9% | -2.5% |
| 30D | -34.6% | -4.8% | -29.8% | -33.6% |
| 3M | +39.0% | -14.6% | +53.6% | +44.2% |
| 6M | -70.5% | -7.4% | -63.1% | -71.5% |
| YTD | -68.6% | +32.6% | -101.2% | -75.7% |
| 1Y | -88.6% | +47.3% | -136.0% | -92.1% |
| All | -88.6% | +45.5% | -134.1% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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