-88.4%
MSTU vs XHB
-19.4%
-69.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.3% | -4.5% | -3.6% |
| 7D | -22.0% | -5.2% | -16.8% | -15.8% |
| 30D | +60.3% | -12.1% | +72.4% | +92.1% |
| 3M | -3.7% | -6.2% | +2.5% | +0.5% |
| 6M | -45.2% | -6.7% | -38.5% | -42.2% |
| YTD | -64.3% | -5.5% | -58.9% | -64.7% |
| 1Y | -94.0% | -15.6% | -78.4% | -92.7% |
| All | -88.4% | -19.4% | -69.0% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling