+67.6%
ADI vs MSTU
-85.2%
+152.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.8% |
| 7D | +0.4% | +21.3% | -20.9% | -1.1% |
| 30D | -3.8% | +90.8% | -94.6% | -8.4% |
| 3M | -15.3% | -6.8% | -8.5% | -16.6% |
| 6M | +6.7% | -39.8% | +46.5% | +6.3% |
| YTD | +34.8% | -55.7% | +90.5% | +34.2% |
| 1Y | +49.0% | -92.7% | +141.7% | +66.9% |
| All | +67.6% | -85.2% | +152.8% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling