+7.7%
AAL vs MSTU
-88.0%
+95.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.3% | -4.0% | +5.6% |
| 7D | +8.3% | -4.8% | +13.2% | +8.6% |
| 30D | +6.2% | -29.6% | +35.8% | +8.0% |
| 3M | -17.7% | +69.4% | -87.1% | -21.9% |
| 6M | +15.4% | -62.2% | +77.7% | +20.9% |
| YTD | -11.1% | -61.1% | +50.0% | -13.5% |
| 1Y | +7.7% | -87.2% | +94.9% | +19.5% |
| All | +7.7% | -88.0% | +95.7% | +19.5% |
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