-87.2%
MSTU vs XYL
-30.7%
-56.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.0% | +5.4% | +7.9% |
| 7D | -4.8% | +14.5% | -19.4% | -11.0% |
| 30D | -29.6% | -1.3% | -28.2% | -30.2% |
| 3M | +69.4% | -17.0% | +86.4% | +90.0% |
| 6M | -62.2% | -11.3% | -50.9% | -61.4% |
| YTD | -61.1% | -25.0% | -36.1% | -49.3% |
| 1Y | -87.2% | -31.5% | -55.6% | -75.9% |
| All | -87.2% | -30.7% | -56.5% | -75.9% |
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