-90.1%
MSTU vs ALK
-7.4%
-82.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.8% | -8.1% | -10.1% |
| 7D | -23.0% | +0.9% | -23.9% | -23.5% |
| 30D | -47.7% | +3.3% | -51.0% | -48.4% |
| 3M | +12.5% | -17.6% | +30.1% | +26.0% |
| 6M | -76.1% | +0.8% | -76.9% | -78.3% |
| YTD | -75.5% | -22.4% | -53.1% | -70.6% |
| 1Y | -90.1% | -10.1% | -80.0% | -89.3% |
| All | -90.1% | -7.4% | -82.7% | -89.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling