+20.2%
OXY vs MSTU
-85.2%
+105.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.2% | -0.9% |
| 7D | +1.6% | +21.3% | -19.7% | +0.9% |
| 30D | +11.6% | +90.8% | -79.2% | +9.0% |
| 3M | +2.8% | -6.8% | +9.6% | +2.2% |
| 6M | +13.0% | -39.8% | +52.9% | +12.9% |
| YTD | +47.4% | -55.7% | +103.1% | +47.0% |
| 1Y | +31.5% | -92.7% | +124.1% | +41.9% |
| All | +20.2% | -85.2% | +105.4% | +22.8% |
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 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