-87.2%
MSTU vs ALLE
+18.6%
-105.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.8% | +8.6% | +9.9% |
| 7D | -4.8% | +6.7% | -11.5% | -6.3% |
| 30D | -29.6% | +25.4% | -55.0% | -33.8% |
| 3M | +69.4% | +16.9% | +52.4% | +62.3% |
| 6M | -62.2% | +46.6% | -108.8% | -65.6% |
| YTD | -61.1% | +22.4% | -83.5% | -57.0% |
| 1Y | -87.2% | +17.7% | -104.9% | -85.0% |
| All | -87.2% | +18.6% | -105.7% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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