-87.2%
MSTU vs EFX
-7.5%
-79.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.4% | +7.9% | +9.4% |
| 7D | -4.8% | +9.2% | -14.0% | -8.6% |
| 30D | -29.6% | +34.8% | -64.3% | -38.8% |
| 3M | +69.4% | +8.8% | +60.6% | +62.2% |
| 6M | -62.2% | +12.3% | -74.6% | -64.5% |
| YTD | -61.1% | -10.6% | -50.5% | -58.8% |
| 1Y | -87.2% | -6.7% | -80.4% | -85.7% |
| All | -87.2% | -7.5% | -79.6% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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