+29.2%
ENTG vs MSTU
-86.5%
+115.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.6% | +10.3% | +2.8% |
| 7D | +8.9% | +16.1% | -7.2% | +6.0% |
| 30D | -7.2% | +68.7% | -75.9% | -15.0% |
| 3M | +6.4% | -11.0% | +17.4% | +3.6% |
| 6M | +25.7% | -33.4% | +59.0% | +23.8% |
| YTD | +67.9% | -59.5% | +127.4% | +68.3% |
| 1Y | +72.4% | -93.4% | +165.7% | +114.9% |
| All | +29.2% | -86.5% | +115.7% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling