+56.7%
EW vs MSTU
-91.8%
+148.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.9% | +12.9% | +0.3% |
| 7D | +4.9% | -23.0% | +27.9% | +5.5% |
| 30D | +24.1% | -47.7% | +71.8% | +25.4% |
| 3M | +13.7% | +12.5% | +1.2% | +12.5% |
| 6M | +32.7% | -76.1% | +108.8% | +35.2% |
| YTD | +24.1% | -75.5% | +99.6% | +24.7% |
| 1Y | +23.6% | -90.1% | +113.7% | +26.8% |
| All | +56.7% | -91.8% | +148.5% | +56.4% |
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