-92.4%
MSTU vs STLD
+106.6%
-199.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.2% | -1.8% | -2.0% |
| 7D | -25.8% | +2.9% | -28.7% | -28.1% |
| 30D | -43.9% | -5.6% | -38.3% | -40.4% |
| 3M | +2.9% | -11.7% | +14.6% | +12.8% |
| 6M | -75.5% | -2.8% | -72.7% | -78.0% |
| YTD | -76.7% | +36.4% | -113.2% | -87.3% |
| 1Y | -88.9% | +50.0% | -139.0% | -94.8% |
| All | -92.4% | +106.6% | -199.0% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling