-87.2%
MSTU vs AGI
-1.1%
-86.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +10.8% | -0.4% | -1.2% |
| 7D | -4.8% | -5.3% | +0.4% | +0.7% |
| 30D | -29.6% | -7.1% | -22.4% | -23.1% |
| 3M | +69.4% | +4.4% | +65.0% | +73.0% |
| 6M | -62.2% | -23.0% | -39.2% | -48.2% |
| YTD | -61.1% | -22.0% | -39.1% | -50.6% |
| 1Y | -87.2% | +0.3% | -87.4% | -88.5% |
| All | -87.2% | -1.1% | -86.1% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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