-87.2%
MSTU vs TRU
+2.1%
-89.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.6% | +5.8% | +7.4% |
| 7D | -4.8% | +10.5% | -15.4% | -10.9% |
| 30D | -29.6% | +28.7% | -58.2% | -41.0% |
| 3M | +69.4% | +0.7% | +68.7% | +68.7% |
| 6M | -62.2% | +19.3% | -81.6% | -66.8% |
| YTD | -61.1% | -3.7% | -57.3% | -64.5% |
| 1Y | -87.2% | +3.4% | -90.6% | -87.5% |
| All | -87.2% | +2.1% | -89.3% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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