-87.2%
MSTU vs ESI
+27.8%
-115.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -4.6% | +15.0% | +14.4% |
| 7D | -4.8% | -6.6% | +1.7% | +1.0% |
| 30D | -29.6% | -10.9% | -18.6% | -21.6% |
| 3M | +69.4% | -13.8% | +83.2% | +93.6% |
| 6M | -62.2% | -21.5% | -40.7% | -55.3% |
| YTD | -61.1% | +34.7% | -95.7% | -77.4% |
| 1Y | -87.2% | +24.9% | -112.1% | -92.0% |
| All | -87.2% | +27.8% | -115.0% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling