-86.8%
MSTU vs EIX
-23.3%
-63.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +4.5% | -13.1% | -10.0% |
| 7D | +16.1% | +0.9% | +15.2% | +15.7% |
| 30D | +68.7% | -13.5% | +82.2% | +72.1% |
| 3M | -11.0% | -15.3% | +4.3% | -8.9% |
| 6M | -33.4% | -15.3% | -18.0% | -32.7% |
| YTD | -59.5% | +2.7% | -62.2% | -64.0% |
| 1Y | -93.4% | +17.4% | -110.8% | -94.7% |
| All | -86.8% | -23.3% | -63.6% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling