-88.4%
MSTU vs EFX
-42.6%
-45.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.8% |
| 7D | -22.0% | -11.1% | -10.9% | -15.8% |
| 30D | +60.3% | -7.4% | +67.7% | +69.2% |
| 3M | -3.7% | +1.5% | -5.2% | -5.2% |
| 6M | -45.2% | -13.7% | -31.5% | -40.3% |
| YTD | -64.3% | -21.9% | -42.5% | -58.2% |
| 1Y | -94.0% | -30.8% | -63.2% | -92.4% |
| All | -88.4% | -42.6% | -45.8% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling