-90.8%
MSTU vs ELF
+5.4%
-96.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -27.7% | +4.3% | -32.0% | -29.4% |
| 30D | -40.3% | +7.7% | -48.0% | -42.4% |
| 3M | +26.4% | +24.7% | +1.7% | +14.1% |
| 6M | -75.7% | +114.6% | -190.4% | -83.8% |
| YTD | -71.9% | +55.8% | -127.6% | -78.1% |
| 1Y | -89.3% | +51.9% | -141.2% | -91.5% |
| All | -90.8% | +5.4% | -96.2% | -91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling