-92.7%
MSTU vs EFV
+30.7%
-123.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.0% | -2.7% |
| 7D | +21.3% | +1.5% | +19.8% | +16.3% |
| 30D | +90.8% | +1.7% | +89.1% | +82.2% |
| 3M | -6.8% | +8.6% | -15.4% | -26.2% |
| 6M | -39.8% | +11.7% | -51.5% | -54.8% |
| YTD | -55.7% | +19.3% | -75.0% | -70.2% |
| 1Y | -92.7% | +30.2% | -122.9% | -95.7% |
| All | -92.7% | +30.7% | -123.4% | -95.7% |
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