-88.4%
MSTU vs TRI
-39.8%
-48.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.5% | -6.2% |
| 7D | -22.0% | -14.4% | -7.7% | -15.9% |
| 30D | +60.3% | -8.1% | +68.4% | +68.7% |
| 3M | -3.7% | +17.5% | -21.3% | -10.8% |
| 6M | -45.2% | -5.0% | -40.2% | -42.9% |
| YTD | -64.3% | -24.7% | -39.6% | -57.4% |
| 1Y | -94.0% | -41.5% | -52.5% | -91.6% |
| All | -88.4% | -39.8% | -48.5% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling