-86.8%
MSTU vs EL
+19.2%
-106.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.1% | -6.6% | -6.8% |
| 7D | +16.1% | +1.7% | +14.5% | +14.3% |
| 30D | +68.7% | +15.5% | +53.2% | +51.0% |
| 3M | -11.0% | +20.6% | -31.5% | -21.7% |
| 6M | -33.4% | +10.5% | -43.8% | -38.3% |
| YTD | -59.5% | -1.9% | -57.6% | -57.5% |
| 1Y | -93.4% | +16.1% | -109.4% | -93.8% |
| All | -86.8% | +19.2% | -106.1% | -89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling