-87.2%
MSTU vs XLRE
+14.1%
-101.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.3% | +7.0% | +4.2% |
| 7D | -4.8% | +7.1% | -11.9% | -16.1% |
| 30D | -29.6% | +10.9% | -40.5% | -42.2% |
| 3M | +69.4% | +0.7% | +68.7% | +68.4% |
| 6M | -62.2% | +4.1% | -66.4% | -67.1% |
| YTD | -61.1% | +14.5% | -75.6% | -74.3% |
| 1Y | -87.2% | +14.1% | -101.3% | -91.4% |
| All | -87.2% | +14.1% | -101.3% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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