-4.5%
ABT vs MSTU
-87.2%
+82.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.2% | -0.3% |
| 7D | -4.7% | +12.9% | -17.6% | -4.6% |
| 30D | -3.1% | +68.3% | -71.5% | -2.8% |
| 3M | +16.1% | +0.4% | +15.8% | +16.5% |
| 6M | -5.3% | -41.5% | +36.2% | -5.2% |
| YTD | -14.4% | -61.7% | +47.3% | -14.5% |
| 1Y | -18.4% | -93.7% | +75.3% | -18.8% |
| All | -4.5% | -87.2% | +82.7% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling