-87.2%
MSTU vs AFL
+18.6%
-105.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.0% | +9.3% | +12.0% |
| 7D | -4.8% | +2.9% | -7.8% | 0.0% |
| 30D | -29.6% | +11.5% | -41.1% | -14.8% |
| 3M | +69.4% | +0.6% | +68.8% | +75.1% |
| 6M | -62.2% | +11.7% | -73.9% | -53.5% |
| YTD | -61.1% | +15.4% | -76.5% | -49.9% |
| 1Y | -87.2% | +17.6% | -104.7% | -83.2% |
| All | -87.2% | +18.6% | -105.7% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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