-87.5%
MSTU vs ETR
+75.8%
-163.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.2% | -4.7% |
| 7D | +12.9% | +0.4% | +12.5% | +12.8% |
| 30D | +68.3% | +2.0% | +66.3% | +65.9% |
| 3M | +0.4% | -1.7% | +2.1% | +0.4% |
| 6M | -41.5% | +3.6% | -45.1% | -44.9% |
| YTD | -61.7% | +18.0% | -79.8% | -67.3% |
| 1Y | -93.7% | +26.2% | -119.9% | -94.8% |
| All | -87.5% | +75.8% | -163.4% | -88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling