-94.0%
MSTU vs ELF
-31.2%
-62.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.3% | -2.5% | -4.4% |
| 7D | -22.0% | -10.8% | -11.2% | -16.6% |
| 30D | +60.3% | +0.8% | +59.5% | +62.2% |
| 3M | -3.7% | +64.8% | -68.5% | -23.1% |
| 6M | -45.2% | +19.0% | -64.2% | -49.3% |
| YTD | -64.3% | +25.9% | -90.2% | -68.3% |
| 1Y | -94.0% | -28.8% | -65.2% | -93.4% |
| All | -94.0% | -31.2% | -62.9% | -93.4% |
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