-92.7%
MSTU vs TRU
-7.3%
-85.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.9% | +2.8% | +0.5% |
| 7D | +21.3% | -6.8% | +28.1% | +27.0% |
| 30D | +90.8% | 0.0% | +90.8% | +92.8% |
| 3M | -6.8% | +13.3% | -20.1% | -12.9% |
| 6M | -39.8% | +3.4% | -43.3% | -40.8% |
| YTD | -55.7% | -6.4% | -49.3% | -56.8% |
| 1Y | -92.7% | -9.7% | -83.0% | -92.9% |
| All | -92.7% | -7.3% | -85.4% | -92.9% |
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