-87.5%
MSTU vs TD
+101.8%
-189.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -2.9% |
| 7D | +12.9% | -1.9% | +14.8% | +19.1% |
| 30D | +68.3% | -1.6% | +69.9% | +73.8% |
| 3M | +0.4% | +4.6% | -4.2% | -12.3% |
| 6M | -41.5% | +26.8% | -68.3% | -68.1% |
| YTD | -61.7% | +28.3% | -90.0% | -79.0% |
| 1Y | -93.7% | +60.4% | -154.1% | -97.9% |
| All | -87.5% | +101.8% | -189.3% | -98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling