-92.4%
MSTU vs XYL
-27.5%
-64.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.2% |
| 7D | -25.8% | -3.7% | -22.1% | -22.4% |
| 30D | -43.9% | -8.3% | -35.5% | -40.7% |
| 3M | +2.9% | -21.4% | +24.3% | +35.8% |
| 6M | -75.5% | -12.9% | -62.6% | -74.8% |
| YTD | -76.7% | -30.1% | -46.7% | -64.1% |
| 1Y | -88.9% | -35.2% | -53.8% | -80.0% |
| All | -92.4% | -27.5% | -64.9% | -89.8% |
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