+16.6%
EMR vs MSTU
-92.8%
+109.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +1.9% |
| 7D | -1.5% | +21.3% | -22.9% | -2.8% |
| 30D | -5.6% | +90.8% | -96.4% | -9.5% |
| 3M | +7.9% | -6.8% | +14.7% | +7.1% |
| 6M | +6.0% | -39.8% | +45.8% | +6.7% |
| YTD | +16.4% | -55.7% | +72.1% | +16.3% |
| 1Y | +16.6% | -92.7% | +109.3% | +28.4% |
| All | +16.6% | -92.8% | +109.4% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling