-92.7%
MSTU vs AHR
+33.1%
-125.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -3.6% |
| 7D | +21.3% | -1.5% | +22.8% | +21.0% |
| 30D | +90.8% | -1.4% | +92.2% | +89.5% |
| 3M | -6.8% | +18.6% | -25.3% | +0.4% |
| 6M | -39.8% | +6.6% | -46.4% | -35.3% |
| YTD | -55.7% | +17.5% | -73.1% | -51.1% |
| 1Y | -92.7% | +30.9% | -123.5% | -91.0% |
| All | -92.7% | +33.1% | -125.7% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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