+51.3%
EW vs MSTU
-89.5%
+140.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.3% |
| 7D | +11.0% | -4.3% | +15.3% | +11.0% |
| 30D | +19.1% | -34.6% | +53.6% | +19.8% |
| 3M | +14.4% | +39.0% | -24.7% | +12.6% |
| 6M | +22.8% | -70.5% | +93.3% | +24.5% |
| YTD | +19.8% | -68.6% | +88.4% | +19.8% |
| 1Y | +23.9% | -88.6% | +112.5% | +26.9% |
| All | +51.3% | -89.5% | +140.8% | +50.3% |
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 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