-49.2%
SMR vs MSTU
-92.2%
+43.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.0% | +1.7% | -2.0% |
| 7D | -8.3% | -25.8% | +17.5% | -1.0% |
| 30D | -20.1% | -43.9% | +23.8% | -8.9% |
| 3M | -52.7% | +2.9% | -55.6% | -57.8% |
| 6M | -61.0% | -75.5% | +14.5% | -51.0% |
| YTD | -67.1% | -76.7% | +9.6% | -61.5% |
| 1Y | -79.9% | -88.9% | +9.1% | -71.7% |
| All | -49.2% | -92.2% | +43.0% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling