-87.5%
MSTU vs XYL
-17.1%
-70.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.4% | -3.9% |
| 7D | +12.9% | +0.8% | +12.1% | +11.5% |
| 30D | +68.3% | -10.8% | +79.2% | +98.8% |
| 3M | +0.4% | -2.5% | +2.9% | -4.1% |
| 6M | -41.5% | -12.2% | -29.3% | -33.8% |
| YTD | -61.7% | -20.1% | -41.6% | -47.7% |
| 1Y | -93.7% | -20.6% | -73.0% | -90.9% |
| All | -87.5% | -17.1% | -70.4% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling