-87.2%
MSTU vs ED
+27.1%
-114.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.0% | +7.3% | +16.0% |
| 7D | -4.8% | +5.4% | -10.2% | +5.4% |
| 30D | -29.6% | +16.4% | -45.9% | -3.6% |
| 3M | +69.4% | +11.9% | +57.5% | +116.2% |
| 6M | -62.2% | +11.6% | -73.8% | -50.4% |
| YTD | -61.1% | +24.1% | -85.2% | -34.1% |
| 1Y | -87.2% | +26.9% | -114.0% | -76.9% |
| All | -87.2% | +27.1% | -114.3% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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