+297.0%
MXL vs MSTU
-88.0%
+385.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +10.3% | -21.5% | -12.3% |
| 7D | -24.3% | -4.8% | -19.5% | -24.1% |
| 30D | -46.1% | -29.6% | -16.6% | -44.2% |
| 3M | -21.8% | +69.4% | -91.2% | -28.5% |
| 6M | -27.2% | -62.2% | +35.0% | -19.5% |
| YTD | +226.2% | -61.1% | +287.2% | +221.1% |
| 1Y | +297.0% | -87.2% | +384.2% | +376.5% |
| All | +297.0% | -88.0% | +385.0% | +376.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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