-88.0%
MSTU vs XME
+94.6%
-182.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +5.5% |
| 7D | -16.6% | -4.2% | -12.4% | -9.6% |
| 30D | +69.7% | -2.7% | +72.4% | +81.4% |
| 3M | -7.5% | -3.9% | -3.6% | +2.8% |
| 6M | -43.1% | -1.0% | -42.1% | -41.7% |
| YTD | -63.0% | +9.8% | -72.9% | -69.0% |
| 1Y | -93.8% | +32.5% | -126.3% | -96.8% |
| All | -88.0% | +94.6% | -182.6% | -98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling