-90.1%
MSTU vs EIX
+9.5%
-99.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.1% | -13.0% | -12.9% |
| 7D | -23.0% | -1.5% | -21.5% | -23.0% |
| 30D | -47.7% | +8.1% | -55.8% | -47.3% |
| 3M | +12.5% | -12.1% | +24.6% | +11.6% |
| 6M | -76.1% | -13.4% | -62.6% | -76.3% |
| YTD | -75.5% | +5.6% | -81.1% | -77.4% |
| 1Y | -90.1% | +7.8% | -97.9% | -90.6% |
| All | -90.1% | +9.5% | -99.6% | -90.6% |
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