-92.7%
MSTU vs AIG
-4.5%
-88.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.3% | -2.8% |
| 7D | +21.3% | -0.9% | +22.3% | +21.9% |
| 30D | +90.8% | -4.9% | +95.7% | +94.7% |
| 3M | -6.8% | +4.5% | -11.2% | -8.6% |
| 6M | -39.8% | -1.4% | -38.4% | -40.3% |
| YTD | -55.7% | -9.8% | -45.9% | -54.7% |
| 1Y | -92.7% | -4.5% | -88.1% | -92.5% |
| All | -92.7% | -4.5% | -88.2% | -92.5% |
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