+23.5%
ADM vs MSTU
-90.1%
+113.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.9% | -0.2% |
| 7D | -7.8% | -9.3% | +1.5% | -7.8% |
| 30D | -12.6% | -38.3% | +25.7% | -12.6% |
| 3M | -8.2% | +24.0% | -32.3% | -8.6% |
| 6M | -8.9% | -72.1% | +63.2% | -8.3% |
| YTD | +24.0% | -70.2% | +94.2% | +24.0% |
| 1Y | +26.2% | -89.6% | +115.8% | +27.2% |
| All | +23.5% | -90.1% | +113.6% | +10.7% |
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