-86.8%
MSTU vs STT
+133.9%
-220.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.2% | -7.4% | -6.3% |
| 7D | +16.1% | +2.2% | +14.0% | +12.6% |
| 30D | +68.7% | +3.9% | +64.8% | +55.7% |
| 3M | -11.0% | +19.2% | -30.2% | -37.4% |
| 6M | -33.4% | +60.4% | -93.8% | -75.2% |
| YTD | -59.5% | +51.5% | -111.0% | -82.5% |
| 1Y | -93.4% | +76.3% | -169.6% | -97.9% |
| All | -86.8% | +133.9% | -220.7% | -98.2% |
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