-2.0%
ABT vs MSTU
-91.8%
+89.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -12.9% | +11.0% | -1.9% |
| 7D | -5.6% | -23.0% | +17.4% | -5.7% |
| 30D | +5.2% | -47.7% | +52.9% | +4.9% |
| 3M | -2.7% | +12.5% | -15.2% | -2.5% |
| 6M | +28.8% | -76.1% | +104.9% | +28.9% |
| YTD | -12.3% | -75.5% | +63.2% | -12.4% |
| 1Y | -14.7% | -90.1% | +75.4% | -15.0% |
| All | -2.0% | -91.8% | +89.8% | -2.0% |
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