-87.2%
MSTU vs EL
+25.6%
-112.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.3% | +4.0% | +3.2% |
| 7D | -4.8% | +2.5% | -7.3% | -7.5% |
| 30D | -29.6% | +20.1% | -49.6% | -43.3% |
| 3M | +69.4% | +29.3% | +40.1% | +28.0% |
| 6M | -62.2% | +38.8% | -101.0% | -73.7% |
| YTD | -61.1% | +8.1% | -69.2% | -65.5% |
| 1Y | -87.2% | +22.3% | -109.5% | -91.6% |
| All | -87.2% | +25.6% | -112.8% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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