-92.7%
MSTU vs XHB
-9.3%
-83.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.1% | -3.9% |
| 7D | +21.3% | -1.3% | +22.6% | +22.6% |
| 30D | +90.8% | -6.9% | +97.7% | +101.2% |
| 3M | -6.8% | -1.3% | -5.5% | -9.5% |
| 6M | -39.8% | -6.8% | -33.0% | -40.0% |
| YTD | -55.7% | +0.7% | -56.4% | -58.5% |
| 1Y | -92.7% | -11.2% | -81.4% | -90.6% |
| All | -92.7% | -9.3% | -83.4% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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