-23.9%
ELV vs MSTU
-87.2%
+63.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.2% | -1.2% |
| 7D | -2.2% | +12.9% | -15.1% | -2.2% |
| 30D | -0.2% | +68.3% | -68.5% | -0.3% |
| 3M | -6.1% | +0.4% | -6.5% | -6.2% |
| 6M | +42.8% | -41.5% | +84.3% | +42.3% |
| YTD | +14.4% | -61.7% | +76.1% | +13.6% |
| 1Y | +28.6% | -93.7% | +122.3% | +26.5% |
| All | -23.9% | -87.2% | +63.3% | -31.7% |
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 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