-88.4%
MSTU vs EVRG
+42.0%
-130.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -7.0% | -6.8% |
| 7D | -22.0% | -0.7% | -21.3% | -22.0% |
| 30D | +60.3% | 0.0% | +60.3% | +59.8% |
| 3M | -3.7% | -1.0% | -2.8% | -4.4% |
| 6M | -45.2% | +1.0% | -46.2% | -45.7% |
| YTD | -64.3% | +15.1% | -79.4% | -66.6% |
| 1Y | -94.0% | +17.6% | -111.6% | -94.4% |
| All | -88.4% | +42.0% | -130.4% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 5y: compounded portfolio wealth divided by compounded EVRG 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…
5y analysis · Full analysis span regression · 6 months rolling