+23.6%
OXY vs MSTU
-87.7%
+111.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.4% |
| 7D | +2.8% | -16.6% | +19.4% | +3.3% |
| 30D | +5.5% | +69.7% | -64.3% | +3.3% |
| 3M | +11.3% | -7.5% | +18.8% | +10.6% |
| 6M | +11.6% | -43.1% | +54.7% | +11.4% |
| YTD | +51.6% | -63.0% | +114.6% | +51.9% |
| 1Y | +36.2% | -93.8% | +130.0% | +47.6% |
| All | +23.6% | -87.7% | +111.3% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling