-92.7%
MSTU vs XME
+46.4%
-139.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.5% |
| 7D | +21.3% | -0.1% | +21.4% | +21.0% |
| 30D | +90.8% | +6.0% | +84.8% | +77.2% |
| 3M | -6.8% | -7.7% | +1.0% | +9.1% |
| 6M | -39.8% | +1.0% | -40.8% | -38.7% |
| YTD | -55.7% | +14.6% | -70.3% | -61.0% |
| 1Y | -92.7% | +46.0% | -138.6% | -95.1% |
| All | -92.7% | +46.4% | -139.1% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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