-86.8%
MSTU vs USHY
+11.9%
-98.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | 0.0% | -8.6% | -8.2% |
| 7D | +16.1% | 0.0% | +16.1% | +16.2% |
| 30D | +68.7% | 0.0% | +68.7% | +72.7% |
| 3M | -11.0% | +1.2% | -12.1% | -20.3% |
| 6M | -33.4% | +2.6% | -36.0% | -48.9% |
| YTD | -59.5% | +2.4% | -62.0% | -66.2% |
| 1Y | -93.4% | +4.2% | -97.6% | -95.5% |
| All | -86.8% | +11.9% | -98.7% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling