-94.0%
MSTU vs EFV
+26.3%
-120.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.5% | -5.7% |
| 7D | -22.0% | -2.0% | -20.0% | -15.6% |
| 30D | +60.3% | -0.2% | +60.5% | +64.5% |
| 3M | -3.7% | +9.1% | -12.8% | -24.3% |
| 6M | -45.2% | +11.7% | -56.9% | -58.7% |
| YTD | -64.3% | +17.0% | -81.4% | -74.3% |
| All | -94.0% | +26.3% | -120.3% | -96.2% |
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