+19.0%
AAL vs MSTU
-85.2%
+104.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.5% |
| 7D | -3.7% | +21.3% | -25.1% | -5.9% |
| 30D | -20.8% | +90.8% | -111.6% | -26.5% |
| 3M | -1.3% | -6.8% | +5.5% | -3.8% |
| 6M | +5.4% | -39.8% | +45.2% | +5.1% |
| YTD | -14.4% | -55.7% | +41.3% | -15.1% |
| 1Y | +2.1% | -92.7% | +94.8% | +20.0% |
| All | +19.0% | -85.2% | +104.2% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling