-87.2%
MSTU vs EMB
+0.7%
-87.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.0% | +9.3% | +2.6% |
| 7D | -4.8% | +0.7% | -5.6% | -9.7% |
| 30D | -29.6% | +2.3% | -31.9% | -40.2% |
| 3M | +69.4% | -2.5% | +71.9% | +114.0% |
| 6M | -62.2% | -1.1% | -61.2% | -55.0% |
| YTD | -61.1% | -0.6% | -60.5% | -52.1% |
| 1Y | -87.2% | +0.6% | -87.8% | -85.3% |
| All | -87.2% | +0.7% | -87.8% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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