-92.7%
MSTU vs ENB
+7.5%
-100.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -4.1% |
| 7D | +21.3% | -0.2% | +21.6% | +20.8% |
| 30D | +90.8% | -2.2% | +93.1% | +88.2% |
| 3M | -6.8% | -10.5% | +3.7% | -13.0% |
| 6M | -39.8% | -5.1% | -34.8% | -42.5% |
| YTD | -55.7% | +9.0% | -64.6% | -53.8% |
| 1Y | -92.7% | +8.2% | -100.9% | -91.7% |
| All | -92.7% | +7.5% | -100.2% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling