-88.0%
MSTU vs ELF
-13.8%
-74.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +2.9% |
| 7D | -16.6% | -11.6% | -5.0% | -10.2% |
| 30D | +69.7% | +4.6% | +65.1% | +68.2% |
| 3M | -7.5% | +59.7% | -67.2% | -27.4% |
| 6M | -43.1% | +21.2% | -64.3% | -48.9% |
| YTD | -63.0% | +27.4% | -90.5% | -67.9% |
| 1Y | -93.8% | -29.8% | -64.0% | -92.8% |
| All | -88.0% | -13.8% | -74.2% | -87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling