+11.5%
ECL vs MSTU
-87.2%
+98.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | -2.1% |
| 7D | -2.7% | +12.9% | -15.7% | -2.9% |
| 30D | -4.3% | +68.3% | -72.6% | -5.0% |
| 3M | +3.2% | +0.4% | +2.8% | +2.9% |
| 6M | -2.9% | -41.5% | +38.6% | -2.8% |
| YTD | +4.3% | -61.7% | +66.0% | +4.5% |
| 1Y | +1.6% | -93.7% | +95.3% | +4.8% |
| All | +11.5% | -87.2% | +98.8% | +14.0% |
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