+29.5%
XLB vs MSTU
-88.0%
+117.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.3% | -7.8% | +2.3% |
| 7D | +3.9% | -4.8% | +8.8% | +4.0% |
| 30D | +8.9% | -29.6% | +38.4% | +9.4% |
| 3M | +4.1% | +69.4% | -65.3% | +2.2% |
| 6M | +7.3% | -62.2% | +69.6% | +8.9% |
| YTD | +20.4% | -61.1% | +81.4% | +19.8% |
| 1Y | +29.5% | -87.2% | +116.7% | +30.8% |
| All | +29.5% | -88.0% | +117.5% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling