-68.5%
SMR vs MSTU
-93.8%
+25.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.4% | +2.1% | -1.6% |
| 7D | +13.1% | +12.9% | +0.2% | +6.0% |
| 30D | +17.8% | +68.3% | -50.6% | -6.9% |
| 3M | +8.1% | +0.4% | +7.7% | -2.2% |
| 6M | -11.1% | -41.5% | +30.4% | -5.9% |
| YTD | -23.7% | -61.7% | +38.0% | -14.6% |
| All | -68.5% | -93.8% | +25.3% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling