-92.0%
MSTU vs ELF
+1.0%
-93.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.2% | -8.8% | -10.4% |
| 7D | -23.0% | +3.4% | -26.3% | -24.5% |
| 30D | -47.7% | +5.0% | -52.7% | -48.6% |
| 3M | +12.5% | +22.6% | -10.1% | +3.1% |
| 6M | -76.1% | +104.0% | -180.0% | -83.5% |
| YTD | -75.5% | +49.3% | -124.8% | -80.3% |
| 1Y | -90.1% | +46.0% | -136.1% | -91.9% |
| All | -92.0% | +1.0% | -93.0% | -92.0% |
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