-92.7%
MSTU vs ELF
-17.5%
-75.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -4.3% |
| 7D | +21.3% | +5.4% | +16.0% | +18.2% |
| 30D | +90.8% | +27.0% | +63.8% | +70.3% |
| 3M | -6.8% | +113.2% | -120.0% | -35.1% |
| 6M | -39.8% | +36.6% | -76.4% | -48.9% |
| YTD | -55.7% | +44.2% | -99.9% | -63.6% |
| 1Y | -92.7% | -18.0% | -74.7% | -92.6% |
| All | -92.7% | -17.5% | -75.1% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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