-87.2%
MSTU vs TRI
-22.4%
-64.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.4% | +3.9% | +8.2% |
| 7D | -4.8% | +1.0% | -5.8% | -5.9% |
| 30D | -29.6% | +20.8% | -50.3% | -35.4% |
| 3M | +69.4% | +8.1% | +61.3% | +62.1% |
| 6M | -62.2% | +24.2% | -86.4% | -64.8% |
| YTD | -61.1% | -7.8% | -53.3% | -63.5% |
| 1Y | -87.2% | -16.7% | -70.5% | -87.8% |
| All | -87.2% | -22.4% | -64.7% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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