-87.5%
MSTU vs ETSY
+32.2%
-119.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -3.7% |
| 7D | +12.9% | -12.9% | +25.8% | +25.5% |
| 30D | +68.3% | -11.5% | +79.8% | +84.0% |
| 3M | +0.4% | +3.5% | -3.2% | -3.2% |
| 6M | -41.5% | +27.6% | -69.1% | -53.6% |
| YTD | -61.7% | +28.4% | -90.1% | -70.2% |
| 1Y | -93.7% | +27.1% | -120.7% | -95.1% |
| All | -87.5% | +32.2% | -119.7% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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