-88.0%
MSTU vs AFL
+9.5%
-97.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.3% |
| 7D | -16.6% | -1.6% | -14.9% | -16.1% |
| 30D | +69.7% | -4.0% | +73.7% | +71.2% |
| 3M | -7.5% | -0.5% | -7.0% | -8.9% |
| 6M | -43.1% | +6.5% | -49.6% | -47.1% |
| YTD | -63.0% | +6.2% | -69.2% | -66.7% |
| 1Y | -93.8% | +8.3% | -102.1% | -94.6% |
| All | -88.0% | +9.5% | -97.5% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling