+547.2%
ALAB vs MSTU
-87.2%
+634.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.4% | +9.5% | +4.9% |
| 7D | +9.6% | +12.9% | -3.3% | +6.6% |
| 30D | -5.3% | +68.3% | -73.6% | -15.0% |
| 3M | -12.0% | +0.4% | -12.4% | -16.2% |
| 6M | +145.7% | -41.5% | +187.2% | +145.6% |
| YTD | +80.7% | -61.7% | +142.4% | +83.5% |
| 1Y | +40.1% | -93.7% | +133.8% | +81.6% |
| All | +547.2% | -87.2% | +634.4% | +692.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling