+68.1%
EEM vs MSTU
-86.5%
+154.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.8% | +0.6% |
| 7D | +3.1% | +16.1% | -13.1% | +2.1% |
| 30D | +4.9% | +68.7% | -63.8% | +1.4% |
| 3M | +5.2% | -11.0% | +16.2% | +4.1% |
| 6M | +20.7% | -33.4% | +54.1% | +20.0% |
| YTD | +26.5% | -59.5% | +86.0% | +26.5% |
| 1Y | +37.8% | -93.4% | +131.2% | +47.5% |
| All | +68.1% | -86.5% | +154.6% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling