+68.0%
ADI vs MSTU
-86.5%
+154.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.6% | +8.9% | +0.8% |
| 7D | +2.4% | +16.1% | -13.7% | +1.2% |
| 30D | -6.6% | +68.7% | -75.2% | -10.4% |
| 3M | -9.8% | -11.0% | +1.2% | -11.0% |
| 6M | +15.7% | -33.4% | +49.0% | +14.6% |
| YTD | +35.1% | -59.5% | +94.6% | +35.2% |
| 1Y | +47.7% | -93.4% | +141.1% | +66.5% |
| All | +68.0% | -86.5% | +154.5% | +56.2% |
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