-92.7%
MSTU vs TD
+64.8%
-157.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -0.4% |
| 7D | +21.3% | +0.3% | +21.0% | +21.6% |
| 30D | +90.8% | +0.4% | +90.4% | +88.3% |
| 3M | -6.8% | +7.6% | -14.4% | -25.5% |
| 6M | -39.8% | +25.0% | -64.8% | -68.6% |
| YTD | -55.7% | +31.0% | -86.7% | -78.8% |
| 1Y | -92.7% | +65.2% | -157.8% | -97.2% |
| All | -92.7% | +64.8% | -157.4% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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