-88.4%
MSTU vs XLRE
+2.2%
-90.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -5.2% |
| 7D | -22.0% | -2.7% | -19.3% | -17.5% |
| 30D | +60.3% | -2.3% | +62.6% | +69.0% |
| 3M | -3.7% | -3.5% | -0.2% | +2.1% |
| 6M | -45.2% | +1.9% | -47.0% | -48.6% |
| YTD | -64.3% | +8.3% | -72.7% | -69.9% |
| 1Y | -94.0% | +6.4% | -100.4% | -94.8% |
| All | -88.4% | +2.2% | -90.5% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling