-87.2%
MSTU vs EIX
+18.9%
-106.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.1% | +7.2% | +10.5% |
| 7D | -4.8% | +4.5% | -9.3% | -4.6% |
| 30D | -29.6% | +15.2% | -44.8% | -28.6% |
| 3M | +69.4% | -11.6% | +81.0% | +68.5% |
| 6M | -62.2% | -8.4% | -53.9% | -63.3% |
| YTD | -61.1% | +8.2% | -69.3% | -65.1% |
| 1Y | -87.2% | +16.6% | -103.7% | -89.6% |
| All | -87.2% | +18.9% | -106.1% | -89.6% |
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