-88.4%
MSTU vs EMB
+11.2%
-99.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -0.3% |
| 7D | -22.0% | -1.1% | -20.9% | -14.5% |
| 30D | +60.3% | -1.1% | +61.4% | +77.4% |
| 3M | -3.7% | -0.8% | -3.0% | +7.6% |
| 6M | -45.2% | -0.1% | -45.1% | -39.7% |
| YTD | -64.3% | +0.4% | -64.8% | -62.0% |
| 1Y | -94.0% | +3.3% | -97.3% | -94.8% |
| All | -88.4% | +11.2% | -99.6% | -94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling