-42.5%
ALAB vs MSTU
+40.2%
-82.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +6.6% |
| 7D | -26.3% | -4.3% | -22.0% | -25.0% |
| 30D | -50.1% | -34.6% | -15.5% | -46.0% |
| 3M | -42.5% | +39.0% | -81.5% | -44.5% |
| All | -42.5% | +40.2% | -82.6% | -44.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling