-87.2%
MSTU vs ABCL
+138.2%
-225.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.8% | +9.5% | +9.9% |
| 7D | -4.8% | -10.0% | +5.1% | +0.7% |
| 30D | -29.6% | -10.9% | -18.7% | -24.7% |
| 3M | +69.4% | +101.6% | -32.3% | +11.1% |
| 6M | -62.2% | +167.5% | -229.8% | -81.5% |
| YTD | -61.1% | +259.1% | -320.1% | -86.9% |
| 1Y | -87.2% | +152.2% | -239.3% | -94.9% |
| All | -87.2% | +138.2% | -225.4% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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