-88.6%
MSTU vs SUI
-0.1%
-88.5%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.3% |
| 7D | -4.3% | +6.2% | -10.5% | -4.7% |
| 30D | -34.6% | +8.6% | -43.2% | -36.2% |
| 3M | +39.0% | +1.0% | +38.0% | +38.0% |
| 6M | -70.5% | -2.6% | -67.9% | -70.3% |
| YTD | -68.6% | -0.1% | -68.5% | -66.2% |
| 1Y | -88.6% | +0.5% | -89.1% | -87.9% |
| All | -88.6% | -0.1% | -88.5% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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