-89.8%
MSTU vs ALK
-5.2%
-84.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -2.0% |
| 7D | -4.3% | +9.0% | -13.3% | -11.6% |
| 30D | -34.6% | -1.6% | -32.9% | -33.6% |
| 3M | +39.0% | -23.2% | +62.2% | +76.7% |
| 6M | -70.5% | -3.9% | -66.6% | -72.7% |
| YTD | -68.6% | -22.6% | -46.0% | -63.4% |
| 1Y | -88.6% | -5.3% | -83.3% | -89.8% |
| All | -89.8% | -5.2% | -84.6% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling