-88.4%
MSTU vs XYL
-18.0%
-70.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.0% | -5.8% | -5.3% |
| 7D | -22.0% | -1.2% | -20.8% | -20.9% |
| 30D | +60.3% | -13.2% | +73.5% | +97.1% |
| 3M | -3.7% | -0.2% | -3.6% | -12.0% |
| 6M | -45.2% | -12.5% | -32.7% | -37.8% |
| YTD | -64.3% | -20.9% | -43.4% | -50.5% |
| 1Y | -94.0% | -21.6% | -72.5% | -91.3% |
| All | -88.4% | -18.0% | -70.4% | -85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling