-3.2%
ALB vs MSTU
-90.3%
+87.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +4.9% | +0.1% |
| 7D | +9.5% | -9.3% | +18.7% | +9.7% |
| 30D | -2.1% | -38.3% | +36.2% | -0.4% |
| 3M | -24.1% | +24.0% | -48.2% | -26.7% |
| 6M | -51.0% | -72.1% | +21.1% | -49.1% |
| YTD | -29.3% | -70.2% | +40.9% | -30.6% |
| All | -3.2% | -90.3% | +87.1% | -9.2% |
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