-93.8%
MSTU vs XHB
-14.9%
-78.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.3% |
| 7D | -16.6% | -4.6% | -12.0% | -13.1% |
| 30D | +69.7% | -9.1% | +78.8% | +83.3% |
| 3M | -7.5% | -8.6% | +1.1% | -3.1% |
| 6M | -43.1% | -4.0% | -39.1% | -43.8% |
| YTD | -63.0% | -3.9% | -59.1% | -64.0% |
| 1Y | -93.8% | -16.5% | -77.3% | -89.1% |
| All | -93.8% | -14.9% | -78.9% | -89.1% |
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