-88.0%
MSTU vs TRU
-21.7%
-66.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +2.5% |
| 7D | -16.6% | -2.7% | -13.9% | -13.7% |
| 30D | +69.7% | -2.0% | +71.7% | +76.7% |
| 3M | -7.5% | +18.4% | -25.9% | -25.1% |
| 6M | -43.1% | +8.9% | -52.0% | -50.9% |
| YTD | -63.0% | -8.9% | -54.1% | -60.5% |
| 1Y | -93.8% | -15.9% | -77.9% | -92.7% |
| All | -88.0% | -21.7% | -66.3% | -84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling