-93.8%
MSTU vs EIX
+6.9%
-100.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.4% |
| 7D | -16.6% | -1.4% | -15.2% | -16.6% |
| 30D | +69.7% | -19.3% | +89.0% | +67.5% |
| 3M | -7.5% | -21.7% | +14.2% | -8.2% |
| 6M | -43.1% | -19.8% | -23.3% | -45.1% |
| YTD | -63.0% | -3.0% | -60.0% | -66.4% |
| 1Y | -93.8% | +5.1% | -98.9% | -94.3% |
| All | -93.8% | +6.9% | -100.7% | -94.3% |
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