-92.7%
MSTU vs ED
+12.4%
-105.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.8% | -5.8% |
| 7D | +21.3% | -0.2% | +21.5% | +20.5% |
| 30D | +90.8% | -0.1% | +91.0% | +91.6% |
| 3M | -6.8% | +3.9% | -10.7% | +4.9% |
| 6M | -39.8% | -3.0% | -36.8% | -41.3% |
| YTD | -55.7% | +10.7% | -66.4% | -40.6% |
| 1Y | -92.7% | +13.3% | -106.0% | -88.8% |
| All | -92.7% | +12.4% | -105.1% | -88.8% |
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