-89.8%
MSTU vs ALLE
+32.3%
-122.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.8% |
| 7D | -4.3% | -0.6% | -3.7% | -3.4% |
| 30D | -34.6% | +25.3% | -59.9% | -44.8% |
| 3M | +39.0% | +10.3% | +28.8% | +30.2% |
| 6M | -70.5% | +38.0% | -108.6% | -77.4% |
| YTD | -68.6% | +17.8% | -86.4% | -71.4% |
| 1Y | -88.6% | +13.6% | -102.2% | -89.2% |
| All | -89.8% | +32.3% | -122.1% | -93.9% |
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