+36.4%
EFA vs MSTU
-92.2%
+128.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.3% |
| 7D | +2.2% | -25.8% | +28.0% | +3.3% |
| 30D | +1.4% | -43.9% | +45.2% | +3.1% |
| 3M | -4.2% | +2.9% | -7.0% | -5.5% |
| 6M | +1.9% | -75.5% | +77.4% | +4.7% |
| YTD | +10.2% | -76.7% | +86.9% | +11.5% |
| 1Y | +12.8% | -88.9% | +101.7% | +16.5% |
| All | +36.4% | -92.2% | +128.6% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling