-88.4%
MSTU vs EME
+82.5%
-170.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -5.8% |
| 7D | -22.0% | +0.9% | -23.0% | -23.2% |
| 30D | +60.3% | -8.4% | +68.7% | +77.2% |
| 3M | -3.7% | -3.6% | -0.1% | -4.6% |
| 6M | -45.2% | +3.6% | -48.7% | -50.3% |
| YTD | -64.3% | +22.5% | -86.8% | -74.6% |
| 1Y | -94.0% | +18.2% | -112.2% | -95.6% |
| All | -88.4% | +82.5% | -170.8% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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