-88.4%
MSTU vs ESI
+35.2%
-123.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.5% | -2.3% | -1.6% |
| 7D | -22.0% | -2.3% | -19.7% | -20.0% |
| 30D | +60.3% | -9.0% | +69.3% | +80.1% |
| 3M | -3.7% | -13.3% | +9.5% | +6.2% |
| 6M | -45.2% | +5.3% | -50.5% | -55.4% |
| YTD | -64.3% | +37.6% | -101.9% | -80.1% |
| 1Y | -94.0% | +33.6% | -127.6% | -96.4% |
| All | -88.4% | +35.2% | -123.6% | -93.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling