+2.7%
ECL vs MSTU
-92.8%
+95.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.1% |
| 7D | -2.6% | +21.3% | -23.9% | -2.6% |
| 30D | -2.2% | +90.8% | -93.0% | -2.4% |
| 3M | +10.1% | -6.8% | +16.9% | +10.4% |
| 6M | -5.7% | -39.8% | +34.1% | -5.4% |
| YTD | +7.0% | -55.7% | +62.6% | +7.4% |
| 1Y | +2.7% | -92.7% | +95.3% | +7.7% |
| All | +2.7% | -92.8% | +95.4% | +7.7% |
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