+255.2%
AG vs MSTU
-86.5%
+341.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.6% | +7.6% | -0.1% |
| 7D | +4.5% | +16.1% | -11.7% | +2.3% |
| 30D | +12.9% | +68.7% | -55.8% | +5.4% |
| 3M | +20.9% | -11.0% | +31.9% | +18.5% |
| 6M | -19.5% | -33.4% | +13.8% | -19.9% |
| YTD | +24.8% | -59.5% | +84.3% | +25.2% |
| 1Y | +120.2% | -93.4% | +213.6% | +147.0% |
| All | +255.2% | -86.5% | +341.6% | +269.6% |
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 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