+392.1%
MXL vs MSTU
-88.1%
+480.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.8% | +3.8% | -2.1% |
| 7D | +16.6% | -22.0% | +38.7% | +20.2% |
| 30D | +0.5% | +60.3% | -59.8% | -8.5% |
| 3M | -3.6% | -3.7% | +0.1% | -7.7% |
| 6M | +328.0% | -45.2% | +373.2% | +335.2% |
| YTD | +297.8% | -64.3% | +362.1% | +307.3% |
| 1Y | +339.4% | -94.0% | +433.4% | +473.9% |
| All | +392.1% | -88.1% | +480.2% | +333.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling