+8.1%
EWZ vs MSTU
-88.0%
+96.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.3% | -8.7% | +1.2% |
| 7D | -4.1% | -4.8% | +0.8% | -3.9% |
| 30D | -25.0% | -29.6% | +4.6% | -24.1% |
| 3M | -10.6% | +69.4% | -80.0% | -13.6% |
| 6M | -16.6% | -62.2% | +45.6% | -14.6% |
| YTD | +2.5% | -61.1% | +63.5% | +2.4% |
| 1Y | +8.1% | -87.2% | +95.2% | +15.5% |
| All | +8.1% | -88.0% | +96.0% | +15.5% |
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