-87.5%
MSTU vs XME
+104.1%
-191.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -4.2% |
| 7D | +12.9% | -0.2% | +13.1% | +12.6% |
| 30D | +68.3% | +1.4% | +66.9% | +66.3% |
| 3M | +0.4% | +2.7% | -2.4% | -2.0% |
| 6M | -41.5% | +6.5% | -48.0% | -48.1% |
| YTD | -61.7% | +15.2% | -76.9% | -70.7% |
| 1Y | -93.7% | +43.5% | -137.2% | -97.3% |
| All | -87.5% | +104.1% | -191.6% | -98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling