-39.8%
MSTU vs ED
-2.9%
-36.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.8% | -5.1% |
| 7D | +21.3% | -0.2% | +21.5% | +20.8% |
| 30D | +90.8% | -0.1% | +91.0% | +91.4% |
| 3M | -6.8% | +3.9% | -10.7% | +0.9% |
| 6M | -39.8% | -3.0% | -36.8% | -39.0% |
| All | -39.8% | -2.9% | -36.9% | -39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling