+52.2%
EMR vs MSTU
-85.2%
+137.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +1.9% |
| 7D | -1.5% | +21.3% | -22.9% | -3.0% |
| 30D | -5.6% | +90.8% | -96.4% | -10.2% |
| 3M | +7.9% | -6.8% | +14.7% | +6.2% |
| 6M | +6.0% | -39.8% | +45.8% | +6.0% |
| YTD | +16.4% | -55.7% | +72.1% | +16.1% |
| 1Y | +16.6% | -92.7% | +109.3% | +29.1% |
| All | +52.2% | -85.2% | +137.4% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling