-87.5%
MSTU vs EMB
+12.1%
-99.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -3.8% |
| 7D | +12.9% | 0.0% | +12.9% | +13.6% |
| 30D | +68.3% | -0.3% | +68.6% | +74.4% |
| 3M | +0.4% | -0.3% | +0.7% | +7.6% |
| 6M | -41.5% | +0.7% | -42.3% | -39.8% |
| YTD | -61.7% | +1.3% | -63.0% | -61.9% |
| 1Y | -93.7% | +4.7% | -98.4% | -95.1% |
| All | -87.5% | +12.1% | -99.6% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling