+49.6%
ADM vs MSTU
-85.2%
+134.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.4% | +0.3% |
| 7D | +3.8% | +21.3% | -17.6% | +3.7% |
| 30D | +9.8% | +90.8% | -81.1% | +9.3% |
| 3M | +2.1% | -6.8% | +8.9% | +2.2% |
| 6M | +27.5% | -39.8% | +67.3% | +27.7% |
| YTD | +50.2% | -55.7% | +105.9% | +50.2% |
| 1Y | +40.6% | -92.7% | +133.3% | +42.7% |
| All | +49.6% | -85.2% | +134.8% | +34.1% |
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 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