-97.2%
MSTU vs ADVB
-96.8%
-0.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -23.6% | +18.6% | -4.0% |
| 7D | -25.8% | +27.8% | -53.6% | -27.2% |
| 30D | -43.9% | -50.8% | +6.9% | -42.3% |
| 3M | +2.9% | -70.5% | +73.4% | +7.3% |
| 6M | -75.5% | -46.7% | -28.8% | -78.5% |
| YTD | -76.7% | -56.7% | -20.0% | -80.2% |
| 1Y | -88.9% | -71.8% | -17.2% | -89.8% |
| All | -97.2% | -96.8% | -0.3% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling