-92.7%
MSTU vs ALM
+318.3%
-411.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -2.5% |
| 7D | +21.3% | -2.6% | +23.9% | +22.9% |
| 30D | +90.8% | +32.0% | +58.8% | +71.5% |
| 3M | -6.8% | -15.0% | +8.3% | -0.8% |
| 6M | -39.8% | -10.1% | -29.7% | -39.2% |
| YTD | -55.7% | +99.4% | -155.1% | -62.3% |
| 1Y | -92.7% | +316.4% | -409.0% | -92.7% |
| All | -92.7% | +318.3% | -411.0% | -92.7% |
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