+53.8%
AA vs MSTU
-86.5%
+140.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.6% | +12.2% | +4.2% |
| 7D | +1.7% | +16.1% | -14.5% | 0.0% |
| 30D | +3.3% | +68.7% | -65.3% | -2.2% |
| 3M | -29.4% | -11.0% | -18.4% | -30.6% |
| 6M | -12.8% | -33.4% | +20.6% | -14.2% |
| YTD | -2.1% | -59.5% | +57.4% | -2.6% |
| 1Y | +62.8% | -93.4% | +156.1% | +88.5% |
| All | +53.8% | -86.5% | +140.2% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling