-93.8%
MSTU vs VRSK
-32.3%
-61.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | -16.6% | -5.2% | -11.4% | -17.0% |
| 30D | +69.7% | -2.3% | +72.0% | +69.9% |
| 3M | -7.5% | -2.9% | -4.6% | -7.0% |
| 6M | -43.1% | -12.8% | -30.3% | -41.1% |
| YTD | -63.0% | -20.8% | -42.2% | -62.0% |
| 1Y | -93.8% | -33.2% | -60.6% | -94.2% |
| All | -93.8% | -32.3% | -61.5% | -94.2% |
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