-91.0%
MSTU vs ALLE
+35.2%
-126.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.7% | -6.9% |
| 7D | -21.7% | +0.1% | -21.8% | -21.4% |
| 30D | -42.8% | +25.9% | -68.7% | -51.8% |
| 3M | +21.4% | +14.9% | +6.5% | +10.3% |
| 6M | -74.1% | +42.1% | -116.2% | -80.6% |
| YTD | -72.4% | +20.4% | -92.8% | -75.2% |
| 1Y | -90.1% | +14.9% | -104.9% | -90.6% |
| All | -91.0% | +35.2% | -126.2% | -94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling