-0.9%
ABT vs MSTU
-92.2%
+91.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.0% | +6.2% | +1.2% |
| 7D | -1.3% | -25.8% | +24.5% | -1.4% |
| 30D | +6.0% | -43.9% | +49.9% | +5.8% |
| 3M | -1.9% | +2.9% | -4.8% | -1.7% |
| 6M | +31.2% | -75.5% | +106.7% | +31.2% |
| YTD | -11.2% | -76.7% | +65.5% | -11.4% |
| 1Y | -14.0% | -88.9% | +75.0% | -14.3% |
| All | -0.9% | -92.2% | +91.3% | -0.9% |
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