-86.8%
MSTU vs AIG
+5.4%
-92.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.0% | -6.6% | -7.2% |
| 7D | +16.1% | -1.6% | +17.7% | +17.9% |
| 30D | +68.7% | -5.2% | +73.9% | +75.3% |
| 3M | -11.0% | +1.5% | -12.4% | -11.9% |
| 6M | -33.4% | -3.9% | -29.4% | -31.5% |
| YTD | -59.5% | -11.6% | -47.9% | -55.6% |
| 1Y | -93.4% | -2.9% | -90.4% | -93.4% |
| All | -86.8% | +5.4% | -92.2% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling