-94.0%
MSTU vs EL
+11.6%
-105.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.3% | -4.5% | -4.3% |
| 7D | -22.0% | -4.4% | -17.7% | -18.0% |
| 30D | +60.3% | +10.3% | +50.0% | +47.3% |
| 3M | -3.7% | +13.4% | -17.1% | -11.9% |
| 6M | -45.2% | +3.1% | -48.3% | -46.7% |
| YTD | -64.3% | -6.9% | -57.4% | -60.3% |
| 1Y | -94.0% | +11.9% | -105.9% | -94.1% |
| All | -94.0% | +11.6% | -105.6% | -94.1% |
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