-17.2%
ELV vs MSTU
-91.8%
+74.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -12.9% | +13.0% | +0.1% |
| 7D | -0.5% | -23.0% | +22.5% | -0.4% |
| 30D | +1.1% | -47.7% | +48.8% | +1.2% |
| 3M | +8.2% | +12.5% | -4.3% | +8.1% |
| 6M | +10.2% | -76.1% | +86.3% | +10.0% |
| YTD | +24.4% | -75.5% | +99.9% | +23.7% |
| 1Y | +33.8% | -90.1% | +123.9% | +32.4% |
| All | -17.2% | -91.8% | +74.6% | -25.7% |
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