+136.3%
EWY vs MSTU
-92.2%
+228.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.0% | +3.2% | -1.4% |
| 7D | +4.2% | -25.8% | +30.0% | +6.8% |
| 30D | -10.7% | -43.9% | +33.2% | -6.6% |
| 3M | -20.1% | +2.9% | -23.0% | -22.0% |
| 6M | -24.3% | -75.5% | +51.2% | -18.8% |
| YTD | +46.9% | -76.7% | +123.6% | +53.3% |
| 1Y | +55.2% | -88.9% | +144.1% | +68.3% |
| All | +136.3% | -92.2% | +228.5% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling