-85.6%
MSTU vs ALC
-26.6%
-59.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -1.5% |
| 7D | +21.3% | -2.1% | +23.4% | +23.3% |
| 30D | +90.8% | -0.1% | +90.9% | +89.5% |
| 3M | -6.8% | +5.9% | -12.7% | -13.8% |
| 6M | -39.8% | -15.9% | -23.9% | -29.5% |
| YTD | -55.7% | -10.1% | -45.6% | -51.3% |
| 1Y | -92.7% | -10.2% | -82.4% | -92.0% |
| All | -85.6% | -26.6% | -59.0% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling