-87.2%
MSTU vs ET
+24.7%
-111.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -3.5% | +13.8% | +8.2% |
| 7D | -4.8% | -6.0% | +1.2% | -7.9% |
| 30D | -29.6% | -6.1% | -23.5% | -31.9% |
| 3M | +69.4% | -2.7% | +72.1% | +63.1% |
| 6M | -62.2% | +0.2% | -62.5% | -63.4% |
| YTD | -61.1% | +24.3% | -85.4% | -71.8% |
| 1Y | -87.2% | +26.4% | -113.6% | -91.0% |
| All | -87.2% | +24.7% | -111.9% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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