+33.5%
ELV vs MSTU
-90.4%
+123.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | 0.0% |
| 7D | +1.0% | -25.8% | +26.8% | +1.4% |
| 30D | +0.4% | -43.9% | +44.2% | +1.1% |
| 3M | +8.4% | +2.9% | +5.5% | +7.5% |
| 6M | +8.4% | -75.5% | +83.9% | +9.3% |
| YTD | +24.4% | -76.7% | +101.1% | +22.0% |
| 1Y | +33.5% | -88.9% | +122.4% | +33.3% |
| All | +33.5% | -90.4% | +123.9% | +33.3% |
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