+55.2%
EWT vs MSTU
-88.0%
+143.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.3% | -11.5% | -1.9% |
| 7D | -10.9% | -4.8% | -6.0% | -10.7% |
| 30D | -17.7% | -29.6% | +11.8% | -16.2% |
| 3M | -5.0% | +69.4% | -74.4% | -10.5% |
| 6M | +7.4% | -62.2% | +69.6% | +10.8% |
| YTD | +52.8% | -61.1% | +113.9% | +51.6% |
| 1Y | +55.2% | -87.2% | +142.4% | +62.7% |
| All | +55.2% | -88.0% | +143.2% | +62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling