-95.4%
MSTU vs ADVB
-89.4%
-6.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.3% | -0.1% | -5.2% |
| 7D | +12.9% | -13.0% | +25.9% | +13.7% |
| 30D | +68.3% | +7.5% | +60.9% | +66.8% |
| 3M | +0.4% | +129.1% | -128.7% | -18.6% |
| 6M | -41.5% | +71.7% | -113.2% | -53.9% |
| YTD | -61.7% | +45.5% | -107.3% | -68.8% |
| 1Y | -93.7% | -2.7% | -90.9% | -94.8% |
| All | -95.4% | -89.4% | -6.0% | -87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling