+40.4%
EWZ vs MSTU
-85.2%
+125.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.6% |
| 7D | +6.5% | +21.3% | -14.8% | +5.4% |
| 30D | +4.8% | +90.8% | -86.0% | +1.4% |
| 3M | +9.9% | -6.8% | +16.7% | +8.6% |
| 6M | +1.9% | -39.8% | +41.8% | +1.8% |
| YTD | +20.3% | -55.7% | +76.0% | +20.0% |
| 1Y | +35.6% | -92.7% | +128.3% | +44.1% |
| All | +40.4% | -85.2% | +125.6% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling