+367.0%
ALAB vs MSTU
-90.1%
+457.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -5.1% | +18.8% | +14.6% |
| 7D | -5.6% | -9.3% | +3.7% | -3.9% |
| 30D | -36.6% | -38.3% | +1.7% | -31.6% |
| 3M | -35.1% | +24.0% | -59.1% | -39.6% |
| 6M | +8.5% | -72.1% | +80.6% | +23.0% |
| YTD | +30.4% | -70.2% | +100.6% | +36.1% |
| 1Y | +31.0% | -89.6% | +120.6% | +58.0% |
| All | +367.0% | -90.1% | +457.0% | +487.5% |
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 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