-87.5%
MSTU vs EOSE
+65.3%
-152.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -4.1% |
| 7D | +12.9% | +15.0% | -2.1% | +5.3% |
| 30D | +68.3% | +2.5% | +65.9% | +62.8% |
| 3M | +0.4% | -33.7% | +34.1% | +13.7% |
| 6M | -41.5% | -32.7% | -8.8% | -36.9% |
| YTD | -61.7% | -63.8% | +2.1% | -49.2% |
| 1Y | -93.7% | -40.5% | -53.1% | -92.9% |
| All | -87.5% | +65.3% | -152.9% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling