+53.1%
ADM vs MSTU
-87.2%
+140.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.4% | +7.9% | +2.4% |
| 7D | +1.4% | +12.9% | -11.5% | +1.3% |
| 30D | +8.2% | +68.3% | -60.1% | +7.8% |
| 3M | +8.7% | +0.4% | +8.3% | +8.6% |
| 6M | +29.1% | -41.5% | +70.6% | +29.2% |
| YTD | +53.7% | -61.7% | +115.4% | +53.7% |
| 1Y | +43.2% | -93.7% | +136.9% | +45.4% |
| All | +53.1% | -87.2% | +140.3% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling