-92.7%
MSTU vs TXG
+372.5%
-465.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.7% |
| 7D | +21.3% | +1.8% | +19.5% | +20.9% |
| 30D | +90.8% | +32.0% | +58.8% | +72.3% |
| 3M | -6.8% | +87.0% | -93.8% | -27.3% |
| 6M | -39.8% | +180.1% | -219.9% | -62.1% |
| YTD | -55.7% | +284.1% | -339.8% | -77.3% |
| 1Y | -92.7% | +361.7% | -454.3% | -96.7% |
| All | -92.7% | +372.5% | -465.1% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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