-89.8%
MSTU vs ABCL
+336.8%
-426.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.7% | -8.2% | -5.8% |
| 7D | -4.3% | -3.2% | -1.1% | -2.2% |
| 30D | -34.6% | -7.4% | -27.2% | -30.2% |
| 3M | +39.0% | +81.9% | -42.9% | -13.3% |
| 6M | -70.5% | +135.7% | -206.2% | -86.3% |
| YTD | -68.6% | +247.4% | -316.0% | -89.6% |
| 1Y | -88.6% | +162.3% | -250.9% | -95.4% |
| All | -89.8% | +336.8% | -426.5% | -98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling