-88.4%
MSTU vs TXG
+209.2%
-297.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.4% | -5.4% | -5.9% |
| 7D | -22.0% | +5.0% | -27.0% | -24.9% |
| 30D | +60.3% | +13.5% | +46.8% | +50.9% |
| 3M | -3.7% | +128.0% | -131.7% | -45.0% |
| 6M | -45.2% | +224.4% | -269.6% | -77.4% |
| YTD | -64.3% | +307.0% | -371.3% | -88.0% |
| 1Y | -94.0% | +427.2% | -521.3% | -98.5% |
| All | -88.4% | +209.2% | -297.6% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling