-88.0%
MSTU vs ETR
+72.8%
-160.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | -16.6% | -1.8% | -14.8% | -15.7% |
| 30D | +69.7% | -1.8% | +71.5% | +71.3% |
| 3M | -7.5% | -3.6% | -3.9% | -6.3% |
| 6M | -43.1% | +2.6% | -45.7% | -46.2% |
| YTD | -63.0% | +16.0% | -79.1% | -68.1% |
| 1Y | -93.8% | +20.1% | -113.9% | -94.7% |
| All | -88.0% | +72.8% | -160.8% | -88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling