-92.7%
MSTU vs EAT
+37.5%
-130.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.3% |
| 7D | +21.3% | 0.0% | +21.3% | +21.2% |
| 30D | +90.8% | +1.9% | +88.9% | +89.4% |
| 3M | -6.8% | +68.7% | -75.4% | -19.0% |
| 6M | -39.8% | +66.9% | -106.7% | -46.8% |
| YTD | -55.7% | +60.4% | -116.1% | -59.6% |
| 1Y | -92.7% | +44.0% | -136.7% | -93.0% |
| All | -92.7% | +37.5% | -130.1% | -93.0% |
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