-87.2%
MSTU vs EOSE
-85.5%
-1.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +12.6% | -2.3% | +4.9% |
| 7D | -4.8% | +9.7% | -14.6% | -8.4% |
| 30D | -29.6% | -34.6% | +5.0% | -16.3% |
| 3M | +69.4% | -50.8% | +120.2% | +118.8% |
| 6M | -62.2% | -66.5% | +4.2% | -45.0% |
| YTD | -61.1% | -81.3% | +20.3% | -32.0% |
| 1Y | -87.2% | -84.8% | -2.3% | -75.3% |
| All | -87.2% | -85.5% | -1.7% | -75.3% |
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