-87.2%
MSTU vs ALC
+4.2%
-91.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.8% | +3.5% | +7.9% |
| 7D | -4.8% | +10.7% | -15.6% | -8.2% |
| 30D | -29.6% | +20.2% | -49.7% | -34.0% |
| 3M | +69.4% | +8.9% | +60.5% | +63.0% |
| 6M | -62.2% | +5.7% | -68.0% | -62.8% |
| YTD | -61.1% | -1.4% | -59.6% | -58.6% |
| 1Y | -87.2% | +4.7% | -91.9% | -86.3% |
| All | -87.2% | +4.2% | -91.4% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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