+407.5%
MXL vs MSTU
-87.2%
+494.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.4% | +13.0% | +8.2% |
| 7D | +19.0% | +12.9% | +6.1% | +15.8% |
| 30D | +4.5% | +68.3% | -63.9% | -5.4% |
| 3M | -1.5% | +0.4% | -1.9% | -6.1% |
| 6M | +348.6% | -41.5% | +390.1% | +352.3% |
| YTD | +310.3% | -61.7% | +372.0% | +316.2% |
| 1Y | +344.7% | -93.7% | +438.4% | +476.6% |
| All | +407.5% | -87.2% | +494.7% | +342.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling