+45.9%
OXY vs MSTU
-88.0%
+133.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +10.3% | -15.5% | -5.0% |
| 7D | -8.8% | -4.8% | -4.0% | -8.8% |
| 30D | -1.7% | -29.6% | +27.9% | -1.9% |
| 3M | +4.5% | +69.4% | -64.8% | +5.3% |
| 6M | -4.0% | -62.2% | +58.2% | -3.1% |
| YTD | +41.4% | -61.1% | +102.4% | +43.0% |
| 1Y | +45.9% | -87.2% | +133.0% | +52.6% |
| All | +45.9% | -88.0% | +133.9% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling