+67.8%
EEM vs MSTU
-85.2%
+153.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.0% |
| 7D | +2.3% | +21.3% | -19.0% | +1.1% |
| 30D | +4.5% | +90.8% | -86.3% | +0.5% |
| 3M | -0.1% | -6.8% | +6.7% | -1.4% |
| 6M | +16.9% | -39.8% | +56.8% | +16.7% |
| YTD | +26.2% | -55.7% | +81.9% | +25.7% |
| 1Y | +40.5% | -92.7% | +133.2% | +49.7% |
| All | +67.8% | -85.2% | +153.0% | +57.1% |
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 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