-4.2%
ABT vs MSTU
-86.5%
+82.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.6% | +6.0% | -2.6% |
| 7D | -3.1% | +16.1% | -19.3% | -3.0% |
| 30D | -2.1% | +68.7% | -70.8% | -1.8% |
| 3M | +17.4% | -11.0% | +28.4% | +17.8% |
| 6M | -2.4% | -33.4% | +31.0% | -2.3% |
| YTD | -14.2% | -59.5% | +45.3% | -14.2% |
| 1Y | -18.3% | -93.4% | +75.0% | -18.7% |
| All | -4.2% | -86.5% | +82.3% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling