-88.0%
MSTU vs TRI
-38.8%
-49.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.7% |
| 7D | -16.6% | -7.9% | -8.7% | -13.0% |
| 30D | +69.7% | -4.5% | +74.2% | +75.7% |
| 3M | -7.5% | +22.1% | -29.6% | -15.7% |
| 6M | -43.1% | -2.8% | -40.3% | -41.5% |
| YTD | -63.0% | -23.4% | -39.6% | -56.3% |
| 1Y | -93.8% | -41.5% | -52.3% | -91.2% |
| All | -88.0% | -38.8% | -49.2% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling