-91.0%
MSTU vs STT
+110.3%
-201.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -8.1% |
| 7D | -21.7% | +1.1% | -22.9% | -22.8% |
| 30D | -42.8% | -1.9% | -40.9% | -38.8% |
| 3M | +21.4% | -7.6% | +29.0% | +45.1% |
| 6M | -74.1% | +16.0% | -90.1% | -80.6% |
| YTD | -72.4% | +36.2% | -108.6% | -84.9% |
| 1Y | -90.1% | +46.8% | -136.9% | -95.4% |
| All | -91.0% | +110.3% | -201.3% | -98.5% |
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