-76.1%
MSTU vs EL
+35.3%
-111.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.6% | -11.3% | -11.0% |
| 7D | -23.0% | +2.7% | -25.7% | -25.4% |
| 30D | -47.7% | +10.8% | -58.5% | -53.4% |
| 3M | +12.5% | +26.5% | -14.0% | -13.1% |
| 6M | -76.1% | +31.1% | -107.2% | -82.0% |
| All | -76.1% | +35.3% | -111.4% | -82.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling