-93.4%
MSTU vs ADVB
+10.9%
-104.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.8% | -4.8% | -8.7% |
| 7D | +16.1% | -14.0% | +30.1% | +16.1% |
| 30D | +68.7% | +41.0% | +27.7% | +68.1% |
| 3M | -11.0% | +127.9% | -138.9% | -19.7% |
| 6M | -33.4% | +101.3% | -134.7% | -42.5% |
| YTD | -59.5% | +53.8% | -113.3% | -64.3% |
| 1Y | -93.4% | +4.4% | -97.8% | -94.5% |
| All | -93.4% | +10.9% | -104.2% | -94.5% |
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