-88.4%
MSTU vs EL
+13.1%
-101.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.3% | -4.5% | -4.7% |
| 7D | -22.0% | -4.4% | -17.7% | -18.7% |
| 30D | +60.3% | +10.3% | +50.0% | +49.9% |
| 3M | -3.7% | +13.4% | -17.1% | -10.1% |
| 6M | -45.2% | +3.1% | -48.3% | -46.0% |
| YTD | -64.3% | -6.9% | -57.4% | -60.6% |
| 1Y | -94.0% | +11.9% | -105.9% | -94.2% |
| All | -88.4% | +13.1% | -101.5% | -90.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling