-89.8%
MSTU vs STT
+102.9%
-192.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.8% |
| 7D | -4.3% | -2.5% | -1.8% | +2.4% |
| 30D | -34.6% | -5.0% | -29.6% | -25.0% |
| 3M | +39.0% | -10.0% | +49.0% | +76.3% |
| 6M | -70.5% | +10.6% | -81.1% | -75.4% |
| YTD | -68.6% | +31.4% | -100.0% | -81.5% |
| 1Y | -88.6% | +44.5% | -133.2% | -94.5% |
| All | -89.8% | +102.9% | -192.7% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling