-89.3%
MSTU vs ED
+24.8%
-114.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.8% |
| 7D | -27.7% | -0.9% | -26.8% | -28.7% |
| 30D | -40.3% | +11.2% | -51.5% | -25.0% |
| 3M | +26.4% | +11.8% | +14.6% | +61.3% |
| 6M | -75.7% | +14.1% | -89.8% | -66.5% |
| YTD | -71.9% | +23.0% | -94.8% | -53.4% |
| 1Y | -89.3% | +23.7% | -112.9% | -81.5% |
| All | -89.3% | +24.8% | -114.1% | -81.5% |
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