-88.4%
MSTU vs ED
+9.3%
-97.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.7% | -6.1% | -7.8% |
| 7D | -22.0% | -1.9% | -20.2% | -24.2% |
| 30D | +60.3% | +0.1% | +60.2% | +61.5% |
| 3M | -3.7% | 0.0% | -3.7% | -2.0% |
| 6M | -45.2% | -2.5% | -42.7% | -45.3% |
| YTD | -64.3% | +10.1% | -74.4% | -57.1% |
| 1Y | -94.0% | +13.6% | -107.6% | -92.3% |
| All | -88.4% | +9.3% | -97.7% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling