-92.4%
MSTU vs EMB
+9.5%
-101.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -3.2% |
| 7D | -25.8% | -0.9% | -24.9% | -19.8% |
| 30D | -43.9% | +0.4% | -44.2% | -44.0% |
| 3M | +2.9% | -3.1% | +6.0% | +38.2% |
| 6M | -75.5% | -2.1% | -73.4% | -68.7% |
| YTD | -76.7% | -1.1% | -75.6% | -71.2% |
| 1Y | -88.9% | -0.1% | -88.9% | -87.4% |
| All | -92.4% | +9.5% | -101.9% | -96.1% |
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