-93.8%
MSTU vs AGI
+9.2%
-103.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +2.9% |
| 7D | -16.6% | -2.7% | -13.9% | -14.2% |
| 30D | +69.7% | +7.2% | +62.5% | +65.9% |
| 3M | -7.5% | +4.3% | -11.7% | -7.6% |
| 6M | -43.1% | -27.1% | -16.0% | -26.3% |
| YTD | -63.0% | -6.6% | -56.4% | -58.9% |
| 1Y | -93.8% | +9.5% | -103.3% | -93.9% |
| All | -93.8% | +9.2% | -103.0% | -93.9% |
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