-92.7%
MSTU vs ETR
+23.8%
-116.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +21.3% | +1.4% | +19.9% | +20.8% |
| 30D | +90.8% | +1.0% | +89.8% | +89.7% |
| 3M | -6.8% | -1.3% | -5.5% | -8.3% |
| 6M | -39.8% | +1.9% | -41.7% | -43.0% |
| YTD | -55.7% | +18.2% | -73.8% | -65.5% |
| 1Y | -92.7% | +24.7% | -117.3% | -94.1% |
| All | -92.7% | +23.8% | -116.5% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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