-92.7%
MSTU vs USHY
+4.6%
-97.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -2.7% |
| 7D | +21.3% | -0.1% | +21.5% | +25.6% |
| 30D | +90.8% | +0.1% | +90.7% | +92.7% |
| 3M | -6.8% | +0.8% | -7.6% | -13.3% |
| 6M | -39.8% | +1.7% | -41.6% | -45.4% |
| YTD | -55.7% | +2.5% | -58.2% | -62.3% |
| 1Y | -92.7% | +4.4% | -97.1% | -95.1% |
| All | -92.7% | +4.6% | -97.2% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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