-94.0%
MSTU vs ALC
-15.7%
-78.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.7% | -4.0% | -5.6% |
| 7D | -22.0% | -7.7% | -14.3% | -19.3% |
| 30D | +60.3% | -11.7% | +72.0% | +68.7% |
| 3M | -3.7% | +0.7% | -4.4% | -6.2% |
| 6M | -45.2% | -17.1% | -28.1% | -37.1% |
| YTD | -64.3% | -15.1% | -49.2% | -59.5% |
| 1Y | -94.0% | -14.1% | -79.9% | -92.7% |
| All | -94.0% | -15.7% | -78.3% | -92.7% |
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