-90.1%
MSTU vs ESI
+21.7%
-111.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.1% | -10.8% | -11.0% |
| 7D | -23.0% | +8.3% | -31.3% | -28.4% |
| 30D | -47.7% | -10.4% | -37.3% | -41.7% |
| 3M | +12.5% | -13.2% | +25.7% | +28.8% |
| 6M | -76.1% | -23.9% | -52.2% | -70.7% |
| YTD | -75.5% | +34.2% | -109.7% | -85.2% |
| 1Y | -90.1% | +22.2% | -112.3% | -93.6% |
| All | -90.1% | +21.7% | -111.7% | -93.6% |
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