-86.8%
MSTU vs ENB
+36.6%
-123.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.8% | -9.4% | -8.6% |
| 7D | +16.1% | -0.5% | +16.6% | +16.1% |
| 30D | +68.7% | -0.2% | +68.9% | +68.3% |
| 3M | -11.0% | -7.5% | -3.5% | -10.4% |
| 6M | -33.4% | -4.1% | -29.2% | -34.6% |
| YTD | -59.5% | +9.8% | -69.3% | -63.8% |
| 1Y | -93.4% | +8.7% | -102.0% | -94.0% |
| All | -86.8% | +36.6% | -123.4% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling