-86.8%
MSTU vs EVRG
+43.5%
-130.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.9% | -9.5% | -8.7% |
| 7D | +16.1% | +0.9% | +15.3% | +16.0% |
| 30D | +68.7% | -0.5% | +69.2% | +68.3% |
| 3M | -11.0% | +1.5% | -12.5% | -11.9% |
| 6M | -33.4% | +1.2% | -34.5% | -33.9% |
| YTD | -59.5% | +16.3% | -75.8% | -62.2% |
| 1Y | -93.4% | +20.3% | -113.6% | -93.8% |
| All | -86.8% | +43.5% | -130.3% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling