-24.6%
ALB vs MSTU
-37.9%
+13.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.3% | -4.3% |
| 7D | -8.1% | +21.3% | -29.4% | -9.0% |
| 30D | +6.3% | +90.8% | -84.6% | +1.4% |
| 3M | -23.6% | -6.8% | -16.8% | -24.1% |
| 6M | -24.6% | -39.8% | +15.2% | -22.0% |
| All | -24.6% | -37.9% | +13.3% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling