-86.8%
MSTU vs AGI
+78.7%
-165.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.4% | -7.2% | -7.5% |
| 7D | +16.1% | +4.4% | +11.8% | +13.2% |
| 30D | +68.7% | +10.0% | +58.7% | +62.4% |
| 3M | -11.0% | +1.7% | -12.7% | -9.4% |
| 6M | -33.4% | -26.8% | -6.6% | -17.0% |
| YTD | -59.5% | -5.3% | -54.2% | -55.7% |
| 1Y | -93.4% | +11.5% | -104.8% | -93.3% |
| All | -86.8% | +78.7% | -165.6% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling