-85.6%
MSTU vs EMB
+12.5%
-98.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.3% |
| 7D | +21.3% | 0.0% | +21.3% | +22.3% |
| 30D | +90.8% | -0.3% | +91.1% | +98.2% |
| 3M | -6.8% | -0.4% | -6.3% | +0.6% |
| 6M | -39.8% | +0.1% | -39.9% | -34.7% |
| YTD | -55.7% | +1.6% | -57.3% | -57.1% |
| 1Y | -92.7% | +5.6% | -98.3% | -94.7% |
| All | -85.6% | +12.5% | -98.0% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling