-94.0%
MSTU vs XYL
-21.7%
-72.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.0% | -5.8% | -5.9% |
| 7D | -22.0% | -1.2% | -20.8% | -21.2% |
| 30D | +60.3% | -13.2% | +73.5% | +80.5% |
| 3M | -3.7% | -0.2% | -3.6% | -12.2% |
| 6M | -45.2% | -12.5% | -32.7% | -40.2% |
| YTD | -64.3% | -20.9% | -43.4% | -53.9% |
| 1Y | -94.0% | -21.6% | -72.5% | -91.3% |
| All | -94.0% | -21.7% | -72.4% | -91.3% |
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