-88.0%
MSTU vs USHY
+11.2%
-99.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.5% | +3.2% |
| 7D | -16.6% | -0.7% | -15.9% | -7.5% |
| 30D | +69.7% | -0.7% | +70.4% | +91.9% |
| 3M | -7.5% | +0.1% | -7.5% | -2.9% |
| 6M | -43.1% | +1.8% | -44.9% | -50.8% |
| YTD | -63.0% | +1.8% | -64.8% | -65.9% |
| 1Y | -93.8% | +3.3% | -97.1% | -95.2% |
| All | -88.0% | +11.2% | -99.1% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling