-90.1%
MSTU vs STT
+48.2%
-138.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.3% | -12.6% | -12.4% |
| 7D | -23.0% | +5.1% | -28.1% | -30.4% |
| 30D | -47.7% | -0.2% | -47.5% | -46.0% |
| 3M | +12.5% | -8.1% | +20.7% | +33.0% |
| 6M | -76.1% | +16.6% | -92.7% | -81.9% |
| YTD | -75.5% | +37.8% | -113.3% | -87.2% |
| 1Y | -90.1% | +46.8% | -136.9% | -95.5% |
| All | -90.1% | +48.2% | -138.2% | -95.5% |
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 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