-1.6%
ELAN vs MSTU
-39.0%
+37.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.7% | -1.6% |
| 7D | -4.6% | +12.9% | -17.5% | -5.0% |
| 30D | +5.7% | +68.3% | -62.6% | +2.9% |
| 3M | -3.9% | +0.4% | -4.2% | -3.8% |
| 6M | -1.6% | -41.5% | +39.9% | -2.4% |
| All | -1.6% | -39.0% | +37.4% | -2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling