-88.0%
MSTU vs EFV
+58.3%
-146.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | -0.2% |
| 7D | -16.6% | -0.8% | -15.8% | -13.8% |
| 30D | +69.7% | +0.6% | +69.1% | +69.0% |
| 3M | -7.5% | +7.5% | -15.0% | -24.1% |
| 6M | -43.1% | +13.0% | -56.1% | -59.2% |
| YTD | -63.0% | +18.3% | -81.3% | -76.3% |
| 1Y | -93.8% | +26.7% | -120.5% | -96.8% |
| All | -88.0% | +58.3% | -146.3% | -97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling