+19.2%
EWZ vs MSTU
-90.8%
+110.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.3% | +5.9% | -1.1% |
| 7D | +1.3% | -21.7% | +23.1% | +2.3% |
| 30D | -26.2% | -42.8% | +16.6% | -24.7% |
| 3M | -8.6% | +21.4% | -30.1% | -10.5% |
| 6M | -17.0% | -74.1% | +57.1% | -14.3% |
| YTD | +2.2% | -72.4% | +74.5% | +3.2% |
| 1Y | +2.7% | -90.1% | +92.8% | +7.6% |
| All | +19.2% | -90.8% | +110.0% | +22.7% |
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