-86.8%
MSTU vs ALC
-28.0%
-58.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.0% | -6.7% | -7.2% |
| 7D | +16.1% | -3.7% | +19.8% | +19.5% |
| 30D | +68.7% | -3.7% | +72.4% | +72.4% |
| 3M | -11.0% | +4.6% | -15.5% | -16.8% |
| 6M | -33.4% | -14.6% | -18.8% | -23.6% |
| YTD | -59.5% | -11.9% | -47.6% | -54.8% |
| 1Y | -93.4% | -13.1% | -80.2% | -92.5% |
| All | -86.8% | -28.0% | -58.8% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling