-93.6%
MSTU vs ENB
+7.9%
-101.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.8% | -6.1% |
| 7D | +12.9% | -0.3% | +13.2% | +12.4% |
| 30D | +68.3% | -1.1% | +69.4% | +67.6% |
| 3M | +0.4% | -8.5% | +8.8% | -5.5% |
| 6M | -41.5% | -4.5% | -37.0% | -43.9% |
| YTD | -61.7% | +9.1% | -70.8% | -60.0% |
| All | -93.6% | +7.9% | -101.5% | -93.0% |
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