-92.7%
MSTU vs XYL
-23.4%
-69.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.1% | -1.3% |
| 7D | +21.3% | -5.0% | +26.4% | +27.4% |
| 30D | +90.8% | -13.2% | +104.0% | +114.9% |
| 3M | -6.8% | -3.7% | -3.1% | -10.9% |
| 6M | -39.8% | -17.7% | -22.1% | -26.0% |
| YTD | -55.7% | -21.5% | -34.2% | -42.0% |
| 1Y | -92.7% | -24.5% | -68.2% | -88.0% |
| All | -92.7% | -23.4% | -69.3% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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