-94.0%
MSTU vs XME
+37.7%
-131.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.7% | -3.1% | -1.1% |
| 7D | -22.0% | -3.0% | -19.0% | -18.2% |
| 30D | +60.3% | -2.6% | +62.9% | +69.5% |
| 3M | -3.7% | +2.2% | -5.9% | -3.7% |
| 6M | -45.2% | +0.7% | -45.9% | -44.3% |
| YTD | -64.3% | +10.9% | -75.2% | -66.9% |
| 1Y | -94.0% | +35.7% | -129.7% | -95.5% |
| All | -94.0% | +37.7% | -131.7% | -95.5% |
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