-87.5%
MSTU vs EAT
+185.9%
-273.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -3.4% |
| 7D | +12.9% | -6.8% | +19.7% | +18.0% |
| 30D | +68.3% | -5.4% | +73.7% | +72.4% |
| 3M | +0.4% | +42.8% | -42.4% | -24.1% |
| 6M | -41.5% | +56.5% | -98.0% | -59.7% |
| YTD | -61.7% | +50.0% | -111.7% | -73.1% |
| 1Y | -93.7% | +38.3% | -131.9% | -95.4% |
| All | -87.5% | +185.9% | -273.5% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling