-85.6%
MSTU vs ABCL
+320.2%
-405.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.4% |
| 7D | +21.3% | +0.7% | +20.6% | +21.4% |
| 30D | +90.8% | +93.1% | -2.3% | +12.4% |
| 3M | -6.8% | +79.4% | -86.2% | -45.3% |
| 6M | -39.8% | +214.9% | -254.7% | -77.9% |
| YTD | -55.7% | +234.2% | -289.9% | -85.0% |
| 1Y | -92.7% | +174.8% | -267.4% | -97.2% |
| All | -85.6% | +320.2% | -405.8% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling