-92.4%
MSTU vs EIX
-20.9%
-71.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.1% |
| 7D | -25.8% | +1.4% | -27.2% | -26.2% |
| 30D | -43.9% | +8.5% | -52.4% | -45.2% |
| 3M | +2.9% | -13.5% | +16.3% | +6.0% |
| 6M | -75.5% | -12.4% | -63.1% | -75.4% |
| YTD | -76.7% | +5.9% | -82.6% | -79.5% |
| 1Y | -88.9% | +7.6% | -96.5% | -90.4% |
| All | -92.4% | -20.9% | -71.5% | -89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling