-87.5%
MSTU vs STT
+133.9%
-221.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +12.9% | +1.0% | +11.9% | +12.1% |
| 30D | +68.3% | +2.8% | +65.6% | +59.0% |
| 3M | +0.4% | +18.1% | -17.8% | -27.9% |
| 6M | -41.5% | +59.2% | -100.7% | -77.9% |
| YTD | -61.7% | +51.5% | -113.2% | -83.5% |
| 1Y | -93.7% | +75.7% | -169.3% | -98.0% |
| All | -87.5% | +133.9% | -221.5% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling