-90.3%
MSTU vs ES
+13.5%
-103.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.9% |
| 7D | -9.3% | -0.1% | -9.2% | -9.4% |
| 30D | -38.3% | +5.7% | -44.0% | -39.9% |
| 3M | +24.0% | -2.8% | +26.8% | +25.0% |
| 6M | -72.1% | +7.0% | -79.0% | -73.6% |
| YTD | -70.2% | +6.8% | -77.0% | -71.9% |
| 1Y | -89.6% | -0.5% | -89.1% | -89.6% |
| All | -90.3% | +13.5% | -103.8% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling