+13.6%
OKE vs MSTU
-87.7%
+101.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.6% | +0.9% |
| 7D | +1.2% | -16.6% | +17.8% | +1.6% |
| 30D | +4.5% | +69.7% | -65.2% | +2.8% |
| 3M | +9.6% | -7.5% | +17.1% | +9.2% |
| 6M | +15.4% | -43.1% | +58.5% | +15.6% |
| YTD | +36.5% | -63.0% | +99.5% | +37.4% |
| 1Y | +39.0% | -93.8% | +132.8% | +50.0% |
| All | +13.6% | -87.7% | +101.3% | +21.6% |
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