-88.0%
MSTU vs TRGP
+98.2%
-186.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.1% | +4.0% |
| 7D | -16.6% | +0.1% | -16.7% | -16.7% |
| 30D | +69.7% | +8.0% | +61.7% | +56.2% |
| 3M | -7.5% | +8.3% | -15.7% | -18.8% |
| 6M | -43.1% | +23.9% | -67.0% | -59.5% |
| YTD | -63.0% | +59.6% | -122.7% | -81.2% |
| 1Y | -93.8% | +79.4% | -173.2% | -97.4% |
| All | -88.0% | +98.2% | -186.2% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling