+60.2%
ALB vs MSTU
-93.3%
+153.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.6% | +11.2% | +3.1% |
| 7D | -4.4% | +16.1% | -20.5% | -5.6% |
| 30D | -1.2% | +68.7% | -69.8% | -5.8% |
| 3M | -13.3% | -11.0% | -2.3% | -14.3% |
| 6M | -19.8% | -33.4% | +13.6% | -20.5% |
| YTD | -7.9% | -59.5% | +51.6% | -8.6% |
| 1Y | +60.2% | -93.4% | +153.5% | +90.0% |
| All | +60.2% | -93.3% | +153.5% | +90.0% |
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