-1.9%
ADI vs MSTU
-77.7%
+75.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -12.9% | +13.0% | +0.8% |
| 7D | +13.4% | -23.0% | +36.4% | +15.1% |
| 30D | -1.3% | -47.7% | +46.4% | +2.1% |
| 3M | +6.8% | +12.5% | -5.7% | +6.9% |
| 6M | -1.9% | -76.1% | +74.2% | -6.1% |
| All | -1.9% | -77.7% | +75.8% | -6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling