-94.0%
MSTU vs TRGP
+83.5%
-177.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -7.0% | -6.7% |
| 7D | -22.0% | -0.6% | -21.5% | -22.2% |
| 30D | +60.3% | +10.0% | +50.3% | +66.5% |
| 3M | -3.7% | +7.6% | -11.3% | -0.2% |
| 6M | -45.2% | +26.8% | -72.0% | -47.4% |
| YTD | -64.3% | +60.6% | -124.9% | -69.8% |
| All | -94.0% | +83.5% | -177.5% | -95.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling