+82.1%
EWT vs MSTU
-94.2%
+176.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.8% | +4.3% | -2.1% |
| 7D | -1.1% | -22.0% | +20.9% | +0.6% |
| 30D | +4.8% | +60.3% | -55.5% | -0.1% |
| 3M | +11.1% | -3.7% | +14.9% | +8.9% |
| 6M | +54.6% | -45.2% | +99.8% | +55.9% |
| YTD | +71.4% | -64.3% | +135.8% | +73.5% |
| 1Y | +82.1% | -94.0% | +176.1% | +111.1% |
| All | +82.1% | -94.2% | +176.3% | +111.1% |
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