-87.2%
MSTU vs VRSK
-8.8%
-78.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.4% | +9.9% | +10.4% |
| 7D | -4.8% | +4.2% | -9.1% | -4.1% |
| 30D | -29.6% | +21.2% | -50.7% | -28.0% |
| 3M | +69.4% | +2.9% | +66.5% | +68.7% |
| 6M | -62.2% | +11.3% | -73.6% | -59.9% |
| YTD | -61.1% | -10.8% | -50.2% | -58.6% |
| 1Y | -87.2% | -9.2% | -78.0% | -85.8% |
| All | -87.2% | -8.8% | -78.4% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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