-75.5%
MSTU vs XME
-24.1%
-51.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.6% | -3.4% | -2.8% |
| 7D | -25.8% | +0.3% | -26.1% | -26.2% |
| 30D | -43.9% | -6.1% | -37.7% | -37.4% |
| 3M | +2.9% | -18.6% | +21.5% | +40.5% |
| 6M | -75.5% | -23.9% | -51.6% | -65.8% |
| All | -75.5% | -24.1% | -51.4% | -65.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling