+36.9%
EOG vs MSTU
-92.2%
+129.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.0% | +6.7% | +1.8% |
| 7D | +7.6% | -25.8% | +33.4% | +7.9% |
| 30D | +3.4% | -43.9% | +47.2% | +3.9% |
| 3M | +12.7% | +2.9% | +9.8% | +11.5% |
| 6M | +19.0% | -75.5% | +94.5% | +21.1% |
| YTD | +55.6% | -76.7% | +132.3% | +56.3% |
| 1Y | +49.5% | -88.9% | +138.5% | +54.0% |
| All | +36.9% | -92.2% | +129.1% | +44.5% |
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