-45.8%
MSTU vs SUNB
+1.3%
-47.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.5% | -6.7% |
| 7D | -22.0% | +10.9% | -32.9% | -25.8% |
| 30D | +60.3% | -9.1% | +69.5% | +68.2% |
| 3M | -3.7% | -7.6% | +3.9% | +1.2% |
| 6M | -45.2% | +2.2% | -47.4% | -48.5% |
| All | -45.8% | +1.3% | -47.1% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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