+429.2%
MXL vs MSTU
-87.7%
+516.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.6% | +4.0% | +7.1% |
| 7D | +18.9% | -16.6% | +35.4% | +21.5% |
| 30D | +0.3% | +69.7% | -69.4% | -9.3% |
| 3M | -8.0% | -7.5% | -0.6% | -11.4% |
| 6M | +341.2% | -43.1% | +384.4% | +346.6% |
| YTD | +327.8% | -63.0% | +390.9% | +336.1% |
| 1Y | +364.9% | -93.8% | +458.7% | +504.2% |
| All | +429.2% | -87.7% | +516.9% | +363.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling