-93.8%
MSTU vs AHR
+26.4%
-120.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.4% |
| 7D | -16.6% | -2.1% | -14.5% | -17.0% |
| 30D | +69.7% | +1.9% | +67.8% | +70.2% |
| 3M | -7.5% | +15.7% | -23.1% | -1.1% |
| 6M | -43.1% | +2.5% | -45.6% | -39.2% |
| YTD | -63.0% | +15.0% | -78.1% | -59.4% |
| 1Y | -93.8% | +28.1% | -121.9% | -92.6% |
| All | -93.8% | +26.4% | -120.1% | -92.6% |
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