-87.5%
MSTU vs ED
+10.1%
-97.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -6.5% |
| 7D | +12.9% | -0.2% | +13.1% | +12.2% |
| 30D | +68.3% | +1.9% | +66.4% | +74.4% |
| 3M | +0.4% | +1.9% | -1.5% | +5.1% |
| 6M | -41.5% | -2.3% | -39.3% | -41.4% |
| YTD | -61.7% | +10.9% | -72.6% | -53.4% |
| 1Y | -93.7% | +14.5% | -108.2% | -91.7% |
| All | -87.5% | +10.1% | -97.6% | -83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling