+68.4%
EBAY vs MSTU
-85.2%
+153.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.8% | -2.2% |
| 7D | -2.1% | +21.3% | -23.4% | -2.8% |
| 30D | -6.7% | +90.8% | -97.5% | -9.1% |
| 3M | -5.0% | -6.8% | +1.8% | -5.9% |
| 6M | +14.6% | -39.8% | +54.5% | +14.2% |
| YTD | +19.8% | -55.7% | +75.5% | +19.3% |
| 1Y | +12.6% | -92.7% | +105.2% | +16.7% |
| All | +68.4% | -85.2% | +153.6% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling