-88.9%
MSTU vs EL
+23.3%
-112.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -6.3% |
| 7D | -25.8% | +1.5% | -27.3% | -27.2% |
| 30D | -43.9% | +10.0% | -53.9% | -49.4% |
| 3M | +2.9% | +28.4% | -25.5% | -21.2% |
| 6M | -75.5% | +37.1% | -112.6% | -82.4% |
| YTD | -76.7% | +7.8% | -84.6% | -79.2% |
| 1Y | -88.9% | +26.0% | -115.0% | -92.4% |
| All | -88.9% | +23.3% | -112.2% | -92.4% |
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 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