+62.4%
EWY vs MSTU
-88.0%
+150.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.3% | -12.2% | -3.1% |
| 7D | -8.3% | -4.8% | -3.5% | -7.9% |
| 30D | -20.5% | -29.6% | +9.0% | -18.0% |
| 3M | -11.1% | +69.4% | -80.5% | -19.8% |
| 6M | -7.0% | -62.2% | +55.2% | -1.1% |
| YTD | +56.5% | -61.1% | +117.5% | +57.3% |
| 1Y | +62.4% | -87.2% | +149.6% | +75.9% |
| All | +62.4% | -88.0% | +150.4% | +75.9% |
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