-88.0%
MSTU vs AIG
+6.3%
-94.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.3% |
| 7D | -16.6% | -1.2% | -15.4% | -15.8% |
| 30D | +69.7% | -1.1% | +70.8% | +70.8% |
| 3M | -7.5% | +0.7% | -8.2% | -8.0% |
| 6M | -43.1% | -2.2% | -40.9% | -42.2% |
| YTD | -63.0% | -10.8% | -52.2% | -59.7% |
| 1Y | -93.8% | -2.0% | -91.8% | -93.8% |
| All | -88.0% | +6.3% | -94.2% | -90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling