-88.0%
MSTU vs EAT
+182.2%
-270.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.2% |
| 7D | -16.6% | -7.7% | -8.9% | -12.2% |
| 30D | +69.7% | -13.6% | +83.3% | +85.4% |
| 3M | -7.5% | +33.9% | -41.3% | -26.9% |
| 6M | -43.1% | +47.2% | -90.3% | -58.9% |
| YTD | -63.0% | +48.1% | -111.1% | -73.8% |
| 1Y | -93.8% | +33.7% | -127.5% | -95.3% |
| All | -88.0% | +182.2% | -270.2% | -95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling