-91.0%
MSTU vs EL
+33.0%
-124.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.5% | -7.5% |
| 7D | -21.7% | +7.6% | -29.4% | -26.2% |
| 30D | -42.8% | +15.7% | -58.5% | -49.7% |
| 3M | +21.4% | +30.5% | -9.1% | -2.4% |
| 6M | -74.1% | +32.5% | -106.6% | -79.5% |
| YTD | -72.4% | +9.4% | -81.8% | -73.7% |
| 1Y | -90.1% | +28.4% | -118.4% | -91.5% |
| All | -91.0% | +33.0% | -124.0% | -93.5% |
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