+262.5%
AG vs MSTU
-87.2%
+349.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.4% | +7.5% | +2.6% |
| 7D | -0.1% | +12.9% | -13.0% | -1.9% |
| 30D | +12.5% | +68.3% | -55.9% | +5.0% |
| 3M | +28.2% | +0.4% | +27.8% | +24.4% |
| 6M | -18.8% | -41.5% | +22.7% | -18.3% |
| YTD | +27.4% | -61.7% | +89.1% | +28.5% |
| 1Y | +132.2% | -93.7% | +225.8% | +161.6% |
| All | +262.5% | -87.2% | +349.7% | +279.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling