-88.0%
MSTU vs EFX
-42.3%
-45.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.2% |
| 7D | -16.6% | -4.5% | -12.0% | -13.9% |
| 30D | +69.7% | -6.1% | +75.8% | +77.6% |
| 3M | -7.5% | +6.2% | -13.7% | -11.3% |
| 6M | -43.1% | -11.2% | -31.9% | -39.3% |
| YTD | -63.0% | -21.4% | -41.6% | -56.9% |
| 1Y | -93.8% | -34.3% | -59.5% | -91.6% |
| All | -88.0% | -42.3% | -45.7% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling