+24.5%
ALAB vs MSTU
-88.0%
+112.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +10.3% | -14.8% | -6.3% |
| 7D | -24.9% | -4.8% | -20.0% | -24.3% |
| 30D | -38.4% | -29.6% | -8.8% | -34.9% |
| 3M | -38.3% | +69.4% | -107.7% | -46.4% |
| 6M | +10.9% | -62.2% | +73.2% | +22.7% |
| YTD | +34.2% | -61.1% | +95.3% | +26.3% |
| 1Y | +24.5% | -87.2% | +111.7% | +36.3% |
| All | +24.5% | -88.0% | +112.5% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling