-88.0%
MSTU vs XLRE
+3.0%
-91.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +1.9% |
| 7D | -16.6% | -1.2% | -15.4% | -14.5% |
| 30D | +69.7% | -2.4% | +72.1% | +79.2% |
| 3M | -7.5% | -2.5% | -5.0% | -3.8% |
| 6M | -43.1% | +4.0% | -47.1% | -48.9% |
| YTD | -63.0% | +9.3% | -72.3% | -69.4% |
| 1Y | -93.8% | +5.6% | -99.4% | -94.5% |
| All | -88.0% | +3.0% | -91.0% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling