+26.6%
EOG vs MSTU
-88.1%
+114.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.1% | +0.4% |
| 7D | +1.0% | -22.0% | +23.0% | +1.4% |
| 30D | +2.8% | +60.3% | -57.5% | +1.6% |
| 3M | +5.9% | -3.7% | +9.6% | +5.4% |
| 6M | +17.1% | -45.2% | +62.2% | +17.1% |
| YTD | +43.9% | -64.3% | +108.2% | +44.5% |
| 1Y | +26.9% | -94.0% | +120.9% | +35.3% |
| All | +26.6% | -88.1% | +114.7% | +33.6% |
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