-93.8%
MSTU vs AFL
+9.8%
-103.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +4.6% |
| 7D | -16.6% | -1.6% | -14.9% | -18.9% |
| 30D | +69.7% | -4.0% | +73.7% | +60.4% |
| 3M | -7.5% | -0.5% | -7.0% | -8.3% |
| 6M | -43.1% | +6.5% | -49.6% | -38.1% |
| YTD | -63.0% | +6.2% | -69.2% | -59.7% |
| 1Y | -93.8% | +8.3% | -102.1% | -92.9% |
| All | -93.8% | +9.8% | -103.6% | -92.9% |
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