-87.2%
MSTU vs AIG
+6.0%
-93.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.9% | +10.1% |
| 7D | -4.8% | +2.3% | -7.1% | -5.4% |
| 30D | -29.6% | +8.8% | -38.3% | -31.3% |
| 3M | +69.4% | +3.7% | +65.7% | +67.6% |
| 6M | -62.2% | +6.8% | -69.0% | -63.0% |
| YTD | -61.1% | -2.6% | -58.4% | -63.0% |
| 1Y | -87.2% | +3.7% | -90.9% | -87.4% |
| All | -87.2% | +6.0% | -93.1% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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