-93.4%
MSTU vs ABCL
+171.1%
-264.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.1% | -8.7% | -8.7% |
| 7D | +16.1% | +1.4% | +14.7% | +15.6% |
| 30D | +68.7% | +65.1% | +3.6% | +22.4% |
| 3M | -11.0% | +111.1% | -122.1% | -48.5% |
| 6M | -33.4% | +231.6% | -265.0% | -73.6% |
| YTD | -59.5% | +234.5% | -294.0% | -85.3% |
| 1Y | -93.4% | +174.3% | -267.7% | -97.1% |
| All | -93.4% | +171.1% | -264.4% | -97.1% |
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