-92.7%
MSTU vs XLRE
+9.1%
-101.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -1.8% |
| 7D | +21.3% | -1.2% | +22.6% | +24.5% |
| 30D | +90.8% | -2.8% | +93.6% | +101.5% |
| 3M | -6.8% | -0.2% | -6.6% | -10.6% |
| 6M | -39.8% | +1.9% | -41.8% | -44.7% |
| YTD | -55.7% | +10.6% | -66.2% | -66.3% |
| 1Y | -92.7% | +8.8% | -101.5% | -94.1% |
| All | -92.7% | +9.1% | -101.8% | -94.1% |
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