+27.1%
ECL vs MSTU
-92.2%
+119.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.6% | +1.6% |
| 7D | +2.9% | -25.8% | +28.7% | +3.2% |
| 30D | +7.5% | -43.9% | +51.4% | +8.0% |
| 3M | +12.2% | +2.9% | +9.4% | +11.7% |
| 6M | +24.6% | -75.5% | +100.1% | +26.2% |
| YTD | +18.8% | -76.7% | +95.5% | +19.4% |
| 1Y | +19.3% | -88.9% | +108.3% | +21.3% |
| All | +27.1% | -92.2% | +119.3% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling