-92.4%
MSTU vs ELF
+4.9%
-97.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.9% | -8.9% | -7.4% |
| 7D | -25.8% | +1.6% | -27.4% | -26.5% |
| 30D | -43.9% | +9.1% | -53.0% | -46.2% |
| 3M | +2.9% | +28.2% | -25.3% | -8.4% |
| 6M | -75.5% | +119.5% | -195.0% | -83.9% |
| YTD | -76.7% | +55.2% | -131.9% | -81.8% |
| 1Y | -88.9% | +58.6% | -147.5% | -91.5% |
| All | -92.4% | +4.9% | -97.4% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling