-92.4%
MSTU vs EAT
+163.4%
-255.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.2% |
| 7D | -25.8% | -4.0% | -21.8% | -23.8% |
| 30D | -43.9% | -2.9% | -41.0% | -42.7% |
| 3M | +2.9% | -16.9% | +19.8% | +14.6% |
| 6M | -75.5% | +57.0% | -132.5% | -83.0% |
| YTD | -76.7% | +38.2% | -114.9% | -82.9% |
| 1Y | -88.9% | +69.3% | -158.2% | -93.5% |
| All | -92.4% | +163.4% | -255.8% | -97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling