-92.7%
MSTU vs EIX
+7.5%
-100.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.1% |
| 7D | +21.3% | -19.1% | +40.4% | +20.4% |
| 30D | +90.8% | -16.9% | +107.7% | +87.8% |
| 3M | -6.8% | -20.0% | +13.2% | -8.1% |
| 6M | -39.8% | -21.3% | -18.5% | -40.6% |
| YTD | -55.7% | -1.7% | -54.0% | -59.6% |
| 1Y | -92.7% | +9.6% | -102.2% | -93.5% |
| All | -92.7% | +7.5% | -100.2% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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