-87.5%
MSTU vs EL
+15.8%
-103.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.6% | -2.9% |
| 7D | +12.9% | -2.4% | +15.3% | +15.3% |
| 30D | +68.3% | +13.7% | +54.7% | +53.1% |
| 3M | +0.4% | +14.5% | -14.1% | -7.4% |
| 6M | -41.5% | +7.4% | -48.9% | -44.4% |
| YTD | -61.7% | -4.7% | -57.0% | -58.7% |
| 1Y | -93.7% | +12.9% | -106.6% | -94.0% |
| All | -87.5% | +15.8% | -103.3% | -89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling