-88.4%
MSTU vs AGI
+75.1%
-163.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.3% | -3.5% | -4.2% |
| 7D | -22.0% | -5.3% | -16.8% | -18.5% |
| 30D | +60.3% | +6.8% | +53.5% | +57.9% |
| 3M | -3.7% | +8.3% | -12.0% | -5.7% |
| 6M | -45.2% | -29.2% | -16.0% | -30.1% |
| YTD | -64.3% | -7.3% | -57.1% | -60.3% |
| 1Y | -94.0% | +8.0% | -102.1% | -93.8% |
| All | -88.4% | +75.1% | -163.5% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling