-86.8%
MSTU vs TXG
+205.5%
-292.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +4.7% | -13.3% | -11.8% |
| 7D | +16.1% | +9.4% | +6.8% | +9.4% |
| 30D | +68.7% | +26.1% | +42.6% | +47.2% |
| 3M | -11.0% | +124.8% | -135.8% | -49.0% |
| 6M | -33.4% | +215.2% | -248.6% | -71.9% |
| YTD | -59.5% | +302.2% | -361.7% | -86.2% |
| 1Y | -93.4% | +370.9% | -464.3% | -98.1% |
| All | -86.8% | +205.5% | -292.4% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling