-85.6%
MSTU vs STT
+136.8%
-222.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.5% |
| 7D | +21.3% | +0.5% | +20.9% | +21.4% |
| 30D | +90.8% | +3.9% | +87.0% | +76.1% |
| 3M | -6.8% | +20.0% | -26.7% | -35.3% |
| 6M | -39.8% | +55.3% | -95.1% | -75.9% |
| YTD | -55.7% | +53.3% | -109.0% | -81.4% |
| 1Y | -92.7% | +74.7% | -167.4% | -97.7% |
| All | -85.6% | +136.8% | -222.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling