+12.5%
OKE vs MSTU
-88.1%
+100.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.7% | 0.0% |
| 7D | 0.0% | -22.0% | +22.0% | +0.5% |
| 30D | +4.6% | +60.3% | -55.7% | +3.0% |
| 3M | +6.9% | -3.7% | +10.7% | +6.3% |
| 6M | +15.8% | -45.2% | +60.9% | +16.1% |
| YTD | +35.2% | -64.3% | +99.5% | +36.2% |
| 1Y | +37.6% | -94.0% | +131.6% | +48.7% |
| All | +12.5% | -88.1% | +100.6% | +20.6% |
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 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