-6.2%
ABT vs MSTU
-88.1%
+81.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.8% | +5.0% | -1.8% |
| 7D | -5.0% | -22.0% | +17.0% | -5.1% |
| 30D | -5.8% | +60.3% | -66.1% | -5.5% |
| 3M | +16.7% | -3.7% | +20.5% | +17.1% |
| 6M | -5.2% | -45.2% | +39.9% | -5.2% |
| YTD | -16.0% | -64.3% | +48.3% | -16.0% |
| 1Y | -18.3% | -94.0% | +75.8% | -18.6% |
| All | -6.2% | -88.1% | +81.9% | -6.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling