+55.1%
EW vs MSTU
-90.1%
+145.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.1% | +7.6% | +2.6% |
| 7D | +12.3% | -9.3% | +21.6% | +12.4% |
| 30D | +22.9% | -38.3% | +61.2% | +23.8% |
| 3M | +16.7% | +24.0% | -7.3% | +15.2% |
| 6M | +31.0% | -72.1% | +103.0% | +33.0% |
| YTD | +22.8% | -70.2% | +93.0% | +23.0% |
| 1Y | +25.6% | -89.6% | +115.2% | +28.9% |
| All | +55.1% | -90.1% | +145.1% | +54.3% |
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