-88.6%
MSTU vs STT
+48.6%
-137.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | -0.9% |
| 7D | -27.7% | +0.4% | -28.2% | -27.8% |
| 30D | -40.3% | -0.4% | -39.8% | -38.3% |
| 3M | +26.4% | -6.5% | +32.9% | +44.4% |
| 6M | -75.7% | +17.2% | -92.9% | -81.8% |
| YTD | -71.9% | +38.2% | -110.1% | -85.3% |
| All | -88.6% | +48.6% | -137.2% | -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