-88.4%
MSTU vs EOSE
+59.0%
-147.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.9% | -2.9% | -5.3% |
| 7D | -22.0% | +14.0% | -36.0% | -26.8% |
| 30D | +60.3% | -5.9% | +66.2% | +60.7% |
| 3M | -3.7% | -34.3% | +30.6% | +9.5% |
| 6M | -45.2% | -37.8% | -7.4% | -38.9% |
| YTD | -64.3% | -65.2% | +0.9% | -51.8% |
| 1Y | -94.0% | -41.9% | -52.1% | -93.2% |
| All | -88.4% | +59.0% | -147.3% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling