+56.0%
ELAN vs MSTU
-88.1%
+144.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.8% | +3.9% | -2.6% |
| 7D | -6.4% | -22.0% | +15.6% | -5.3% |
| 30D | +0.6% | +60.3% | -59.7% | -2.7% |
| 3M | 0.0% | -3.7% | +3.7% | -1.5% |
| 6M | -3.4% | -45.2% | +41.8% | -3.0% |
| YTD | +1.0% | -64.3% | +65.3% | +1.8% |
| 1Y | +24.7% | -94.0% | +118.7% | +37.5% |
| All | +56.0% | -88.1% | +144.1% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling