-87.5%
MSTU vs ELF
-11.0%
-76.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.4% | -3.1% |
| 7D | +12.9% | -6.8% | +19.7% | +17.7% |
| 30D | +68.3% | +5.1% | +63.3% | +66.1% |
| 3M | +0.4% | +79.8% | -79.4% | -26.3% |
| 6M | -41.5% | +29.7% | -71.2% | -49.5% |
| YTD | -61.7% | +31.6% | -93.3% | -67.4% |
| 1Y | -93.7% | -27.9% | -65.8% | -92.8% |
| All | -87.5% | -11.0% | -76.5% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling