+202.5%
EWY vs MSTU
-88.1%
+290.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.8% | +2.6% | -3.6% |
| 7D | +1.2% | -22.0% | +23.2% | +3.2% |
| 30D | +9.3% | +60.3% | -51.0% | +3.8% |
| 3M | +2.4% | -3.7% | +6.1% | +0.2% |
| 6M | +40.3% | -45.2% | +85.5% | +42.1% |
| YTD | +88.0% | -64.3% | +152.3% | +91.4% |
| 1Y | +143.8% | -94.0% | +237.8% | +172.0% |
| All | +202.5% | -88.1% | +290.6% | +193.7% |
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 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