+2.1%
ECL vs MSTU
-93.3%
+95.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.6% | +8.2% | -0.4% |
| 7D | -0.8% | +16.1% | -16.9% | -0.8% |
| 30D | -2.5% | +68.7% | -71.1% | -2.7% |
| 3M | +8.3% | -11.0% | +19.3% | +8.6% |
| 6M | -1.1% | -33.4% | +32.3% | -0.8% |
| YTD | +6.5% | -59.5% | +66.0% | +7.0% |
| 1Y | +2.1% | -93.4% | +95.4% | +7.4% |
| All | +2.1% | -93.3% | +95.4% | +7.4% |
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