+31.0%
ENTG vs MSTU
-87.2%
+118.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.4% | +6.8% | +2.0% |
| 7D | +8.9% | +12.9% | -4.0% | +6.4% |
| 30D | -0.8% | +68.3% | -69.2% | -9.2% |
| 3M | +6.6% | +0.4% | +6.2% | +2.3% |
| 6M | +22.1% | -41.5% | +63.6% | +22.3% |
| YTD | +70.2% | -61.7% | +131.9% | +71.7% |
| 1Y | +76.7% | -93.7% | +170.4% | +121.5% |
| All | +31.0% | -87.2% | +118.2% | +26.5% |
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 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