-93.8%
MSTU vs ETR
+21.8%
-115.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -16.6% | -1.8% | -14.8% | -16.0% |
| 30D | +69.7% | -1.8% | +71.5% | +70.7% |
| 3M | -7.5% | -3.6% | -3.9% | -7.3% |
| 6M | -43.1% | +2.6% | -45.7% | -48.4% |
| YTD | -63.0% | +16.0% | -79.1% | -71.3% |
| 1Y | -93.8% | +20.1% | -113.9% | -95.5% |
| All | -93.8% | +21.8% | -115.6% | -95.5% |
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 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