-87.2%
MSTU vs STT
+53.6%
-140.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.2% | +8.2% | +6.3% |
| 7D | -4.8% | -0.1% | -4.8% | -3.9% |
| 30D | -29.6% | -1.7% | -27.9% | -26.1% |
| 3M | +69.4% | -6.4% | +75.8% | +90.8% |
| 6M | -62.2% | +17.7% | -79.9% | -72.1% |
| YTD | -61.1% | +36.9% | -97.9% | -79.4% |
| 1Y | -87.2% | +52.0% | -139.2% | -94.9% |
| All | -87.2% | +53.6% | -140.7% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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