-87.5%
MSTU vs ET
+56.1%
-143.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -6.5% |
| 7D | +12.9% | +0.6% | +12.3% | +11.7% |
| 30D | +68.3% | +5.3% | +63.1% | +54.1% |
| 3M | +0.4% | +15.6% | -15.3% | -23.2% |
| 6M | -41.5% | +20.6% | -62.1% | -60.0% |
| YTD | -61.7% | +38.5% | -100.2% | -79.9% |
| 1Y | -93.7% | +35.7% | -129.4% | -96.6% |
| All | -87.5% | +56.1% | -143.6% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling