-88.0%
MSTU vs EQX
+101.5%
-189.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +1.9% | +2.5% |
| 7D | -16.6% | -3.2% | -13.4% | -14.6% |
| 30D | +69.7% | +7.8% | +61.9% | +65.7% |
| 3M | -7.5% | +21.3% | -28.8% | -15.0% |
| 6M | -43.1% | -22.4% | -20.7% | -33.4% |
| YTD | -63.0% | -11.3% | -51.7% | -59.1% |
| 1Y | -93.8% | +13.5% | -107.3% | -93.8% |
| All | -88.0% | +101.5% | -189.4% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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