-86.8%
MSTU vs ALK
-0.8%
-86.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.1% | -5.5% | -5.9% |
| 7D | +16.1% | +0.1% | +16.0% | +15.9% |
| 30D | +68.7% | -18.5% | +87.1% | +101.1% |
| 3M | -11.0% | -3.6% | -7.4% | -16.6% |
| 6M | -33.4% | -3.7% | -29.7% | -38.5% |
| YTD | -59.5% | -19.0% | -40.5% | -55.1% |
| 1Y | -93.4% | -36.0% | -57.3% | -90.4% |
| All | -86.8% | -0.8% | -86.0% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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