-85.6%
MSTU vs ES
+14.7%
-100.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +21.3% | +0.3% | +21.0% | +21.3% |
| 30D | +90.8% | -2.0% | +92.8% | +92.1% |
| 3M | -6.8% | +1.7% | -8.4% | -8.5% |
| 6M | -39.8% | -3.5% | -36.3% | -39.1% |
| YTD | -55.7% | +7.9% | -63.6% | -58.3% |
| 1Y | -92.7% | +17.2% | -109.8% | -93.0% |
| All | -85.6% | +14.7% | -100.2% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling