-85.6%
MSTU vs ALK
+2.3%
-87.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -4.5% |
| 7D | +21.3% | -0.7% | +22.0% | +21.7% |
| 30D | +90.8% | -19.2% | +110.0% | +129.3% |
| 3M | -6.8% | -1.5% | -5.2% | -14.4% |
| 6M | -39.8% | -13.1% | -26.8% | -37.2% |
| YTD | -55.7% | -16.4% | -39.3% | -52.3% |
| 1Y | -92.7% | -33.1% | -59.6% | -89.9% |
| All | -85.6% | +2.3% | -87.9% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling