+38.3%
EFA vs MSTU
-88.1%
+126.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.8% | +5.9% | -0.6% |
| 7D | -2.4% | -22.0% | +19.7% | -1.5% |
| 30D | -2.2% | +60.3% | -62.6% | -4.5% |
| 3M | +5.7% | -3.7% | +9.4% | +4.5% |
| 6M | +8.2% | -45.2% | +53.4% | +8.3% |
| YTD | +11.8% | -64.3% | +76.1% | +12.1% |
| 1Y | +18.3% | -94.0% | +112.3% | +25.0% |
| All | +38.3% | -88.1% | +126.4% | +32.3% |
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