-88.0%
MSTU vs EOSE
+57.4%
-145.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.0% |
| 7D | -16.6% | +1.8% | -18.4% | -17.7% |
| 30D | +69.7% | -6.8% | +76.5% | +70.8% |
| 3M | -7.5% | -36.3% | +28.8% | +6.4% |
| 6M | -43.1% | -38.8% | -4.4% | -36.2% |
| YTD | -63.0% | -65.5% | +2.5% | -49.9% |
| 1Y | -93.8% | -45.3% | -48.5% | -92.8% |
| All | -88.0% | +57.4% | -145.3% | -87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling