-87.5%
MSTU vs ALC
-28.7%
-58.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.7% |
| 7D | +12.9% | -5.3% | +18.2% | +17.7% |
| 30D | +68.3% | -7.1% | +75.4% | +77.2% |
| 3M | +0.4% | +0.8% | -0.4% | -2.5% |
| 6M | -41.5% | -16.0% | -25.5% | -32.0% |
| YTD | -61.7% | -12.7% | -49.0% | -56.9% |
| 1Y | -93.7% | -12.8% | -80.8% | -92.9% |
| All | -87.5% | -28.7% | -58.8% | -80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling