-92.0%
MSTU vs EIX
-21.1%
-70.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.1% | -13.0% | -13.0% |
| 7D | -23.0% | -1.5% | -21.5% | -22.7% |
| 30D | -47.7% | +8.1% | -55.8% | -48.8% |
| 3M | +12.5% | -12.1% | +24.6% | +14.9% |
| 6M | -76.1% | -13.4% | -62.6% | -75.8% |
| YTD | -75.5% | +5.6% | -81.1% | -78.4% |
| 1Y | -90.1% | +7.8% | -97.9% | -91.4% |
| All | -92.0% | -21.1% | -70.9% | -89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling