-92.0%
MSTU vs ALLE
+35.6%
-127.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.5% | -12.4% | -12.5% |
| 7D | -23.0% | +1.6% | -24.6% | -23.8% |
| 30D | -47.7% | +24.1% | -71.8% | -55.4% |
| 3M | +12.5% | +14.8% | -2.3% | +2.4% |
| 6M | -76.1% | +45.9% | -121.9% | -82.5% |
| YTD | -75.5% | +20.7% | -96.2% | -78.1% |
| 1Y | -90.1% | +14.2% | -104.2% | -90.5% |
| All | -92.0% | +35.6% | -127.6% | -95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling