-38.2%
MSTU vs EFV
+15.9%
-54.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -8.0% | -5.9% |
| 7D | +16.1% | +1.0% | +15.2% | +13.4% |
| 30D | +68.7% | +0.2% | +68.5% | +70.4% |
| 3M | -11.0% | +9.6% | -20.6% | -31.8% |
| All | -38.2% | +15.9% | -54.0% | -55.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling