-92.7%
MSTU vs EOSE
-49.1%
-43.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.9% | -14.0% | -7.9% |
| 7D | +21.3% | +19.0% | +2.3% | +10.3% |
| 30D | +90.8% | +1.6% | +89.2% | +85.9% |
| 3M | -6.8% | -52.0% | +45.2% | +24.8% |
| 6M | -39.8% | -42.5% | +2.7% | -29.3% |
| YTD | -55.7% | -66.1% | +10.5% | -37.6% |
| 1Y | -92.7% | -47.1% | -45.5% | -91.6% |
| All | -92.7% | -49.1% | -43.6% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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