-93.4%
MSTU vs STLD
+80.8%
-174.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -7.9% | -8.4% |
| 7D | +16.1% | +2.7% | +13.5% | +14.7% |
| 30D | +68.7% | -8.4% | +77.1% | +75.3% |
| 3M | -11.0% | -9.9% | -1.1% | -6.0% |
| 6M | -33.4% | +33.0% | -66.4% | -53.9% |
| YTD | -59.5% | +42.6% | -102.1% | -73.7% |
| 1Y | -93.4% | +80.8% | -174.1% | -96.7% |
| All | -93.4% | +80.8% | -174.2% | -96.7% |
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