+68.0%
EQT vs MSTU
-88.1%
+156.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.8% | +7.4% | +0.9% |
| 7D | -1.2% | -22.0% | +20.8% | -0.1% |
| 30D | +1.1% | +60.3% | -59.2% | -2.1% |
| 3M | +4.8% | -3.7% | +8.5% | +3.3% |
| 6M | -10.6% | -45.2% | +34.6% | -10.3% |
| YTD | +3.4% | -64.3% | +67.8% | +4.3% |
| 1Y | +8.7% | -94.0% | +102.7% | +21.8% |
| All | +68.0% | -88.1% | +156.1% | +57.6% |
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 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