+55.7%
XBI vs MSTU
-87.7%
+143.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.6% |
| 7D | -4.6% | -16.6% | +11.9% | -3.7% |
| 30D | -2.0% | +69.7% | -71.7% | -5.6% |
| 3M | +17.8% | -7.5% | +25.3% | +16.1% |
| 6M | +23.7% | -43.1% | +66.8% | +24.0% |
| YTD | +28.2% | -63.0% | +91.3% | +28.9% |
| 1Y | +64.0% | -93.8% | +157.7% | +78.7% |
| All | +55.7% | -87.7% | +143.4% | +53.1% |
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