-93.8%
MSTU vs EAT
+37.8%
-131.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.8% |
| 7D | -16.6% | -7.7% | -8.9% | -15.2% |
| 30D | +69.7% | -13.6% | +83.3% | +74.6% |
| 3M | -7.5% | +33.9% | -41.3% | -14.7% |
| 6M | -43.1% | +47.2% | -90.3% | -48.7% |
| YTD | -63.0% | +48.1% | -111.1% | -65.8% |
| 1Y | -93.8% | +33.7% | -127.5% | -94.5% |
| All | -93.8% | +37.8% | -131.5% | -94.5% |
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 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