-87.2%
MSTU vs XME
+5.2%
-92.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.0% | +11.3% | +12.0% |
| 7D | -4.8% | -5.5% | +0.6% | +4.7% |
| 30D | -29.6% | -11.1% | -18.4% | -13.1% |
| 3M | +69.4% | -11.1% | +80.5% | +108.3% |
| 6M | -62.2% | -18.0% | -44.3% | -47.6% |
| YTD | -61.1% | -7.4% | -53.7% | -56.1% |
| 1Y | -87.2% | +6.7% | -93.8% | -89.4% |
| All | -87.2% | +5.2% | -92.4% | -89.4% |
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