-87.2%
MSTU vs ALM
+44.8%
-132.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.2% | +9.2% | +9.7% |
| 7D | -4.8% | -6.4% | +1.5% | -0.9% |
| 30D | -29.6% | -35.0% | +5.4% | -10.9% |
| 3M | +69.4% | -33.8% | +103.2% | +112.6% |
| 6M | -62.2% | -55.0% | -7.2% | -44.7% |
| YTD | -61.1% | -0.2% | -60.8% | -56.1% |
| 1Y | -87.2% | +41.8% | -128.9% | -86.9% |
| All | -87.2% | +44.8% | -132.0% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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