+75.5%
EBAY vs MSTU
-87.7%
+163.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.5% |
| 7D | +4.2% | -16.6% | +20.8% | +4.7% |
| 30D | +5.6% | +69.7% | -64.1% | +3.2% |
| 3M | -1.4% | -7.5% | +6.1% | -2.4% |
| 6M | +18.2% | -43.1% | +61.3% | +18.0% |
| YTD | +24.8% | -63.0% | +87.9% | +25.0% |
| 1Y | +18.0% | -93.8% | +111.8% | +22.9% |
| All | +75.5% | -87.7% | +163.2% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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