-75.5%
MSTU vs ENB
-10.9%
-64.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.1% | -6.4% |
| 7D | -25.8% | +1.7% | -27.5% | -23.8% |
| 30D | -43.9% | +0.7% | -44.5% | -42.5% |
| 3M | +2.9% | -5.8% | +8.7% | -7.2% |
| 6M | -75.5% | -11.3% | -64.2% | -80.6% |
| All | -75.5% | -10.9% | -64.6% | -80.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling