-95.5%
SNDQ vs MSTU
-63.0%
-32.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -6.8% | +14.8% | +6.9% |
| 7D | -20.4% | -22.0% | +1.6% | -23.4% |
| 30D | -54.5% | +60.3% | -114.8% | -48.0% |
| 3M | -79.1% | -3.7% | -75.4% | -83.2% |
| All | -95.5% | -63.0% | -32.5% | -97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling