+11.6%
ALB vs MSTU
-92.2%
+103.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.0% | +3.6% | -1.0% |
| 7D | -5.8% | -25.8% | +20.0% | -3.4% |
| 30D | -4.5% | -43.9% | +39.3% | -0.6% |
| 3M | -28.1% | +2.9% | -31.0% | -31.1% |
| 6M | -53.2% | -75.5% | +22.3% | -49.7% |
| YTD | -33.3% | -76.7% | +43.4% | -31.5% |
| 1Y | -17.4% | -88.9% | +71.5% | -9.2% |
| All | +11.6% | -92.2% | +103.8% | -1.4% |
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