+30.2%
XLC vs MSTU
-86.5%
+116.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.6% | +8.2% | -0.1% |
| 7D | +0.6% | +16.1% | -15.6% | -0.2% |
| 30D | +0.2% | +68.7% | -68.4% | -2.5% |
| 3M | +0.6% | -11.0% | +11.6% | -0.3% |
| 6M | -4.5% | -33.4% | +28.9% | -5.2% |
| YTD | -4.7% | -59.5% | +54.8% | -4.7% |
| 1Y | -1.7% | -93.4% | +91.7% | +6.2% |
| All | +30.2% | -86.5% | +116.6% | +31.5% |
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