-87.5%
MSTU vs ESI
+41.6%
-129.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.1% |
| 7D | +12.9% | +3.9% | +9.0% | +8.2% |
| 30D | +68.3% | -3.8% | +72.1% | +77.0% |
| 3M | +0.4% | -13.1% | +13.5% | +11.0% |
| 6M | -41.5% | +11.3% | -52.8% | -55.6% |
| YTD | -61.7% | +44.1% | -105.8% | -79.7% |
| 1Y | -93.7% | +40.3% | -134.0% | -96.4% |
| All | -87.5% | +41.6% | -129.1% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling