+33.4%
AG vs MSTU
-88.0%
+121.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +10.3% | -1.2% | +7.6% |
| 7D | -2.6% | -4.8% | +2.2% | -2.0% |
| 30D | -12.1% | -29.6% | +17.5% | -8.2% |
| 3M | -6.6% | +69.4% | -76.0% | -17.9% |
| 6M | -20.5% | -62.2% | +41.8% | -16.3% |
| YTD | -7.4% | -61.1% | +53.6% | -11.2% |
| 1Y | +33.4% | -87.2% | +120.6% | +49.4% |
| All | +33.4% | -88.0% | +121.4% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling