-87.2%
MSTU vs ADVB
-76.7%
-10.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -4.5% | +14.9% | +10.4% |
| 7D | -4.8% | -29.5% | +24.7% | -4.7% |
| 30D | -29.6% | -66.9% | +37.3% | -30.0% |
| 3M | +69.4% | -73.7% | +143.1% | +67.5% |
| 6M | -62.2% | -64.8% | +2.5% | -67.1% |
| YTD | -61.1% | -64.0% | +3.0% | -67.1% |
| 1Y | -87.2% | -77.0% | -10.2% | -88.2% |
| All | -87.2% | -76.7% | -10.5% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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