-85.6%
MSTU vs STLD
+117.4%
-203.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -1.6% |
| 7D | +21.3% | +3.1% | +18.2% | +16.6% |
| 30D | +90.8% | -9.0% | +99.8% | +105.4% |
| 3M | -6.8% | -12.4% | +5.6% | +2.6% |
| 6M | -39.8% | +25.5% | -65.3% | -60.5% |
| YTD | -55.7% | +43.6% | -99.3% | -76.7% |
| 1Y | -92.7% | +87.2% | -179.9% | -97.4% |
| All | -85.6% | +117.4% | -203.0% | -96.6% |
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