+49.8%
EMR vs MSTU
-87.2%
+137.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.9% |
| 7D | +0.9% | +12.9% | -12.0% | -0.2% |
| 30D | -5.0% | +68.3% | -73.3% | -8.9% |
| 3M | +5.9% | +0.4% | +5.5% | +3.8% |
| 6M | +7.3% | -41.5% | +48.8% | +7.4% |
| YTD | +14.6% | -61.7% | +76.3% | +15.2% |
| 1Y | +15.6% | -93.7% | +109.3% | +29.1% |
| All | +49.8% | -87.2% | +137.0% | +42.3% |
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