-88.4%
MSTU vs TRGP
+99.4%
-187.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -7.0% | -6.9% |
| 7D | -22.0% | -0.6% | -21.5% | -21.7% |
| 30D | +60.3% | +10.0% | +50.3% | +45.4% |
| 3M | -3.7% | +7.6% | -11.3% | -14.9% |
| 6M | -45.2% | +26.8% | -72.0% | -62.0% |
| YTD | -64.3% | +60.6% | -124.9% | -81.9% |
| 1Y | -94.0% | +82.5% | -176.5% | -97.6% |
| All | -88.4% | +99.4% | -187.8% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling