+18.2%
OXY vs MSTU
-92.2%
+110.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +0.7% |
| 7D | +4.2% | -25.8% | +30.0% | +4.9% |
| 30D | -4.3% | -43.9% | +39.5% | -3.3% |
| 3M | +2.3% | +2.9% | -0.6% | +0.8% |
| 6M | +5.5% | -75.5% | +81.0% | +8.2% |
| YTD | +44.9% | -76.7% | +121.6% | +45.8% |
| 1Y | +42.6% | -88.9% | +131.5% | +48.2% |
| All | +18.2% | -92.2% | +110.4% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling