-88.9%
MSTU vs XME
-2.0%
-86.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.6% | -3.4% | -2.5% |
| 7D | -25.8% | +0.3% | -26.1% | -26.5% |
| 30D | -43.9% | -6.1% | -37.7% | -36.8% |
| 3M | +2.9% | -18.6% | +21.5% | +47.8% |
| 6M | -75.5% | -23.9% | -51.6% | -61.0% |
| YTD | -76.7% | -9.3% | -67.4% | -72.2% |
| 1Y | -88.9% | +1.8% | -90.7% | -89.2% |
| All | -88.9% | -2.0% | -86.9% | -89.2% |
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