-97.0%
MSTU vs ADVB
-95.9%
-1.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +42.7% | -55.6% | -14.7% |
| 7D | -23.0% | +74.2% | -97.2% | -25.5% |
| 30D | -47.7% | -35.9% | -11.8% | -46.8% |
| 3M | +12.5% | -56.4% | +69.0% | +15.2% |
| 6M | -76.1% | -36.7% | -39.4% | -79.0% |
| YTD | -75.5% | -43.3% | -32.2% | -79.3% |
| 1Y | -90.1% | -63.4% | -26.7% | -90.9% |
| All | -97.0% | -95.9% | -1.2% | -91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling