-88.9%
MSTU vs ED
+24.8%
-113.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -2.4% |
| 7D | -25.8% | +2.1% | -27.9% | -22.8% |
| 30D | -43.9% | +10.4% | -54.3% | -31.0% |
| 3M | +2.9% | +12.5% | -9.7% | +32.7% |
| 6M | -75.5% | +14.9% | -90.4% | -66.0% |
| YTD | -76.7% | +24.8% | -101.6% | -61.2% |
| 1Y | -88.9% | +23.8% | -112.8% | -81.2% |
| All | -88.9% | +24.8% | -113.7% | -81.2% |
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