-92.0%
MSTU vs ALK
-4.9%
-87.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.8% | -8.1% | -8.5% |
| 7D | -23.0% | +0.9% | -23.9% | -23.9% |
| 30D | -47.7% | +3.3% | -51.0% | -49.4% |
| 3M | +12.5% | -17.6% | +30.1% | +33.6% |
| 6M | -76.1% | +0.8% | -76.9% | -78.9% |
| YTD | -75.5% | -22.4% | -53.1% | -71.6% |
| 1Y | -90.1% | -10.1% | -80.0% | -90.5% |
| All | -92.0% | -4.9% | -87.1% | -94.4% |
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