-92.7%
MSTU vs VRSK
-30.3%
-62.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.6% | -3.5% |
| 7D | +21.3% | -3.1% | +24.4% | +20.7% |
| 30D | +90.8% | -1.6% | +92.4% | +89.2% |
| 3M | -6.8% | +3.5% | -10.3% | -5.4% |
| 6M | -39.8% | -13.4% | -26.5% | -37.2% |
| YTD | -55.7% | -16.5% | -39.2% | -54.2% |
| 1Y | -92.7% | -30.6% | -62.1% | -92.7% |
| All | -92.7% | -30.3% | -62.4% | -92.7% |
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