-86.8%
MSTU vs EMB
+12.3%
-99.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.1% | -8.5% | -7.7% |
| 7D | +16.1% | +0.3% | +15.9% | +14.3% |
| 30D | +68.7% | -0.5% | +69.1% | +77.8% |
| 3M | -11.0% | +0.3% | -11.3% | -9.6% |
| 6M | -33.4% | +1.2% | -34.5% | -33.6% |
| YTD | -59.5% | +1.5% | -61.0% | -60.4% |
| 1Y | -93.4% | +4.8% | -98.2% | -94.9% |
| All | -86.8% | +12.3% | -99.1% | -94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling