+27.9%
AAL vs MSTU
-90.8%
+118.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | +0.3% |
| 7D | +10.1% | -21.7% | +31.8% | +12.3% |
| 30D | +10.6% | -42.8% | +53.4% | +15.4% |
| 3M | -5.9% | +21.4% | -27.4% | -10.5% |
| 6M | +5.7% | -74.1% | +79.8% | +13.8% |
| YTD | -8.0% | -72.4% | +64.4% | -6.3% |
| 1Y | +6.0% | -90.1% | +96.1% | +19.1% |
| All | +27.9% | -90.8% | +118.7% | +24.4% |
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