-88.4%
MSTU vs EQX
+98.2%
-186.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.1% | -1.7% | -3.3% |
| 7D | -22.0% | -7.0% | -15.0% | -18.0% |
| 30D | +60.3% | +4.8% | +55.5% | +59.3% |
| 3M | -3.7% | +25.6% | -29.4% | -12.9% |
| 6M | -45.2% | -25.8% | -19.3% | -34.3% |
| YTD | -64.3% | -12.7% | -51.6% | -60.1% |
| 1Y | -94.0% | +14.1% | -108.1% | -94.0% |
| All | -88.4% | +98.2% | -186.6% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling