+258.9%
AG vs MSTU
-85.2%
+344.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.6% |
| 7D | +1.0% | +21.3% | -20.3% | -1.6% |
| 30D | +19.2% | +90.8% | -71.6% | +9.9% |
| 3M | +6.2% | -6.8% | +12.9% | +3.6% |
| 6M | -26.7% | -39.8% | +13.1% | -26.6% |
| YTD | +26.1% | -55.7% | +81.8% | +25.4% |
| 1Y | +131.7% | -92.7% | +224.3% | +157.2% |
| All | +258.9% | -85.2% | +344.1% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling