-85.6%
MSTU vs TRGP
+98.1%
-183.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.3% |
| 7D | +21.3% | +0.8% | +20.6% | +20.7% |
| 30D | +90.8% | +11.5% | +79.3% | +69.6% |
| 3M | -6.8% | +9.0% | -15.8% | -18.9% |
| 6M | -39.8% | +20.5% | -60.3% | -55.4% |
| YTD | -55.7% | +59.5% | -115.2% | -77.4% |
| 1Y | -92.7% | +77.9% | -170.6% | -96.9% |
| All | -85.6% | +98.1% | -183.7% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling