-87.2%
MSTU vs EAT
+109.8%
-197.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.3% | +4.1% | +9.4% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -29.6% | +13.5% | -43.1% | -30.6% |
| 3M | +69.4% | +1.0% | +68.4% | +68.7% |
| 6M | -62.2% | +57.3% | -119.5% | -66.3% |
| YTD | -61.1% | +53.6% | -114.7% | -62.8% |
| 1Y | -87.2% | +110.8% | -198.0% | -84.3% |
| All | -87.2% | +109.8% | -197.0% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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