-89.8%
MSTU vs ES
+14.0%
-103.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.5% |
| 7D | -4.3% | +1.9% | -6.1% | -5.0% |
| 30D | -34.6% | +7.1% | -41.6% | -36.6% |
| 3M | +39.0% | -1.9% | +41.0% | +39.6% |
| 6M | -70.5% | +4.4% | -74.9% | -71.7% |
| YTD | -68.6% | +7.3% | -75.9% | -70.5% |
| 1Y | -88.6% | +2.1% | -90.8% | -88.8% |
| All | -89.8% | +14.0% | -103.8% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling