-92.4%
MSTU vs ESI
+30.9%
-123.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.2% |
| 7D | -25.8% | +5.5% | -31.3% | -30.3% |
| 30D | -43.9% | -7.8% | -36.1% | -38.0% |
| 3M | +2.9% | -15.0% | +17.9% | +24.0% |
| 6M | -75.5% | -24.9% | -50.6% | -68.0% |
| YTD | -76.7% | +33.2% | -109.9% | -86.6% |
| 1Y | -88.9% | +24.9% | -113.9% | -93.1% |
| All | -92.4% | +30.9% | -123.3% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling