+51.6%
EMR vs MSTU
-86.5%
+138.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.6% | +8.2% | +0.1% |
| 7D | +3.1% | +16.1% | -13.1% | +1.8% |
| 30D | -3.5% | +68.7% | -72.2% | -7.6% |
| 3M | +9.8% | -11.0% | +20.8% | +8.4% |
| 6M | +10.8% | -33.4% | +44.2% | +10.0% |
| YTD | +15.9% | -59.5% | +75.4% | +16.2% |
| 1Y | +16.4% | -93.4% | +109.8% | +29.6% |
| All | +51.6% | -86.5% | +138.0% | +43.5% |
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