-87.5%
MSTU vs ALM
+1,248.8%
-1,336.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -4.1% |
| 7D | +12.9% | +3.6% | +9.3% | +11.2% |
| 30D | +68.3% | +33.8% | +34.6% | +54.0% |
| 3M | +0.4% | +14.8% | -14.4% | -4.0% |
| 6M | -41.5% | -7.0% | -34.6% | -41.5% |
| YTD | -61.7% | +108.1% | -169.8% | -67.6% |
| 1Y | -93.7% | +313.8% | -407.4% | -95.4% |
| All | -87.5% | +1,248.8% | -1,336.3% | -91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling