+56.3%
XBI vs MSTU
-88.1%
+144.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.2% | -1.2% |
| 7D | -4.6% | -22.0% | +17.4% | -3.4% |
| 30D | -0.8% | +60.3% | -61.1% | -4.2% |
| 3M | +21.8% | -3.7% | +25.5% | +19.8% |
| 6M | +23.2% | -45.2% | +68.4% | +23.7% |
| YTD | +28.7% | -64.3% | +93.1% | +29.6% |
| 1Y | +67.8% | -94.0% | +161.8% | +83.2% |
| All | +56.3% | -88.1% | +144.4% | +54.0% |
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