-12.2%
AON vs MSTU
-87.7%
+75.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.6% | -5.2% | -1.7% |
| 7D | -6.3% | -16.6% | +10.3% | -6.2% |
| 30D | -14.1% | +69.7% | -83.8% | -14.5% |
| 3M | -9.5% | -7.5% | -2.0% | -9.7% |
| 6M | -4.0% | -43.1% | +39.1% | -4.2% |
| YTD | -13.8% | -63.0% | +49.2% | -13.9% |
| 1Y | -18.3% | -93.8% | +75.5% | -16.8% |
| All | -12.2% | -87.7% | +75.4% | -11.0% |
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 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