+17.3%
AAL vs MSTU
-87.2%
+104.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.7% | +0.7% |
| 7D | -1.3% | +12.9% | -14.2% | -2.9% |
| 30D | -13.7% | +68.3% | -82.1% | -19.1% |
| 3M | -8.2% | +0.4% | -8.5% | -11.0% |
| 6M | +13.1% | -41.5% | +54.6% | +12.9% |
| YTD | -15.6% | -61.7% | +46.1% | -15.3% |
| 1Y | +1.4% | -93.7% | +95.1% | +20.7% |
| All | +17.3% | -87.2% | +104.5% | +12.5% |
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 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