-8.4%
AON vs MSTU
-86.5%
+78.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.6% | +6.4% | -2.2% |
| 7D | -3.2% | +16.1% | -19.4% | -3.3% |
| 30D | -11.9% | +68.7% | -80.5% | -12.3% |
| 3M | -2.9% | -11.0% | +8.1% | -3.0% |
| 6M | -6.8% | -33.4% | +26.5% | -7.1% |
| YTD | -10.1% | -59.5% | +49.4% | -10.2% |
| 1Y | -14.2% | -93.4% | +79.1% | -12.7% |
| All | -8.4% | -86.5% | +78.0% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling