+35.1%
XEL vs MSTU
-92.2%
+127.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.0% | +5.1% | +0.1% |
| 7D | +2.4% | -25.8% | +28.2% | +2.4% |
| 30D | +8.3% | -43.9% | +52.2% | +8.3% |
| 3M | +4.2% | +2.9% | +1.3% | +4.0% |
| 6M | +3.7% | -75.5% | +79.2% | +4.0% |
| YTD | +13.1% | -76.7% | +89.8% | +13.2% |
| 1Y | +5.0% | -88.9% | +93.9% | +5.3% |
| All | +35.1% | -92.2% | +127.3% | +36.4% |
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