+372.0%
MXL vs MSTU
-86.5%
+458.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -8.6% | +14.6% | +7.1% |
| 7D | +15.5% | +16.1% | -0.7% | +12.1% |
| 30D | -11.3% | +68.7% | -80.0% | -19.6% |
| 3M | -16.1% | -11.0% | -5.1% | -18.5% |
| 6M | +323.0% | -33.4% | +356.4% | +319.2% |
| YTD | +281.5% | -59.5% | +341.0% | +284.5% |
| 1Y | +319.3% | -93.4% | +412.7% | +440.8% |
| All | +372.0% | -86.5% | +458.4% | +308.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling