-85.6%
MSTU vs EL
+21.8%
-107.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.1% | -5.8% |
| 7D | +21.3% | +0.8% | +20.5% | +20.4% |
| 30D | +90.8% | +19.8% | +71.0% | +65.4% |
| 3M | -6.8% | +25.7% | -32.5% | -20.9% |
| 6M | -39.8% | +5.4% | -45.3% | -42.1% |
| YTD | -55.7% | +0.2% | -55.9% | -54.4% |
| 1Y | -92.7% | +20.4% | -113.1% | -93.4% |
| All | -85.6% | +21.8% | -107.4% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling