+152.8%
AG vs MSTU
-90.6%
+243.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.3% |
| 7D | -4.0% | -27.7% | +23.7% | -0.8% |
| 30D | -13.1% | -40.3% | +27.2% | -8.8% |
| 3M | -22.0% | +26.4% | -48.4% | -26.1% |
| 6M | -37.3% | -75.7% | +38.5% | -32.1% |
| YTD | -11.2% | -71.9% | +60.7% | -8.8% |
| 1Y | +23.9% | -89.3% | +113.2% | +35.3% |
| All | +152.8% | -90.6% | +243.4% | +169.1% |
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 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