+22.5%
OXY vs MSTU
-88.1%
+110.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | 0.0% |
| 7D | +0.9% | -22.0% | +22.9% | +1.6% |
| 30D | +3.6% | +60.3% | -56.7% | +1.6% |
| 3M | +7.1% | -3.7% | +10.8% | +6.3% |
| 6M | +15.7% | -45.2% | +60.9% | +15.5% |
| YTD | +50.1% | -64.3% | +114.4% | +50.6% |
| 1Y | +34.1% | -94.0% | +128.1% | +45.4% |
| All | +22.5% | -88.1% | +110.6% | +25.8% |
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 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