+58.2%
ELAN vs MSTU
-87.7%
+145.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +1.2% |
| 7D | -5.4% | -16.6% | +11.2% | -4.6% |
| 30D | +4.7% | +69.7% | -65.0% | +1.0% |
| 3M | -3.7% | -7.5% | +3.8% | -4.9% |
| 6M | -1.2% | -43.1% | +41.9% | -1.0% |
| YTD | +2.4% | -63.0% | +65.4% | +3.0% |
| 1Y | +23.4% | -93.8% | +117.2% | +35.8% |
| All | +58.2% | -87.7% | +145.8% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling