+89.3%
ADI vs MSTU
-91.8%
+181.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -12.9% | +13.0% | +0.9% |
| 7D | +13.4% | -23.0% | +36.4% | +15.2% |
| 30D | -1.3% | -47.7% | +46.4% | +2.4% |
| 3M | +6.8% | +12.5% | -5.7% | +4.1% |
| 6M | -1.9% | -76.1% | +74.2% | +3.5% |
| YTD | +52.3% | -75.5% | +127.8% | +55.8% |
| 1Y | +71.6% | -90.1% | +161.7% | +86.2% |
| All | +89.3% | -91.8% | +181.2% | +79.9% |
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 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