-91.0%
MSTU vs STLD
+112.6%
-203.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.8% | -11.0% | -10.8% |
| 7D | -21.7% | -4.7% | -17.1% | -18.1% |
| 30D | -42.8% | -0.9% | -41.8% | -42.1% |
| 3M | +21.4% | -11.9% | +33.3% | +33.8% |
| 6M | -74.1% | +0.9% | -75.0% | -77.6% |
| YTD | -72.4% | +40.4% | -112.8% | -85.3% |
| 1Y | -90.1% | +56.6% | -146.7% | -95.6% |
| All | -91.0% | +112.6% | -203.6% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling