-88.0%
MSTU vs AGI
+76.3%
-164.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.0% |
| 7D | -16.6% | -2.7% | -13.9% | -14.6% |
| 30D | +69.7% | +7.2% | +62.5% | +66.5% |
| 3M | -7.5% | +4.3% | -11.7% | -7.3% |
| 6M | -43.1% | -27.1% | -16.0% | -28.7% |
| YTD | -63.0% | -6.6% | -56.4% | -59.1% |
| 1Y | -93.8% | +9.5% | -103.3% | -93.6% |
| All | -88.0% | +76.3% | -164.3% | -90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling