-87.5%
MSTU vs UUUU
+207.0%
-294.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -5.0% | -5.2% |
| 7D | +12.9% | +1.8% | +11.1% | +11.8% |
| 30D | +68.3% | +1.8% | +66.5% | +67.6% |
| 3M | +0.4% | +1.3% | -0.9% | +0.6% |
| 6M | -41.5% | -26.8% | -14.7% | -31.2% |
| YTD | -61.7% | +0.1% | -61.8% | -61.1% |
| 1Y | -93.7% | +11.2% | -104.9% | -94.8% |
| All | -87.5% | +207.0% | -294.5% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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