-88.4%
MSTU vs AHR
+135.9%
-224.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.5% | -7.3% | -7.1% |
| 7D | -22.0% | -3.0% | -19.0% | -20.7% |
| 30D | +60.3% | +2.6% | +57.7% | +58.0% |
| 3M | -3.7% | +16.0% | -19.7% | -12.0% |
| 6M | -45.2% | +3.1% | -48.3% | -46.1% |
| YTD | -64.3% | +16.0% | -80.4% | -69.1% |
| 1Y | -94.0% | +28.0% | -122.0% | -95.3% |
| All | -88.4% | +135.9% | -224.3% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling