+23.1%
ECL vs MSTU
-88.0%
+111.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.3% | -6.9% | +3.4% |
| 7D | +7.7% | -4.8% | +12.6% | +7.7% |
| 30D | +13.7% | -29.6% | +43.3% | +13.6% |
| 3M | +11.6% | +69.4% | -57.8% | +11.6% |
| 6M | +23.9% | -62.2% | +86.2% | +25.5% |
| YTD | +21.0% | -61.1% | +82.0% | +21.4% |
| 1Y | +23.1% | -87.2% | +110.3% | +20.6% |
| All | +23.1% | -88.0% | +111.1% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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