+244.9%
AG vs MSTU
-88.1%
+333.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.8% | +1.9% | -4.2% |
| 7D | -5.8% | -22.0% | +16.2% | -3.4% |
| 30D | +6.4% | +60.3% | -53.9% | -0.1% |
| 3M | +28.4% | -3.7% | +32.1% | +25.1% |
| 6M | -24.5% | -45.2% | +20.7% | -23.4% |
| YTD | +21.2% | -64.3% | +85.5% | +23.1% |
| 1Y | +114.1% | -94.0% | +208.1% | +142.8% |
| All | +244.9% | -88.1% | +333.0% | +263.6% |
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