-87.2%
MSTU vs EFV
+25.8%
-113.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.1% | +7.2% | -0.5% |
| 7D | -4.8% | +2.9% | -7.7% | -13.5% |
| 30D | -29.6% | +3.6% | -33.1% | -36.8% |
| 3M | +69.4% | -0.1% | +69.5% | +73.8% |
| 6M | -62.2% | +9.6% | -71.9% | -70.2% |
| YTD | -61.1% | +17.0% | -78.0% | -70.4% |
| 1Y | -87.2% | +25.7% | -112.8% | -90.9% |
| All | -87.2% | +25.8% | -113.0% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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