+30.8%
XLC vs MSTU
-85.2%
+116.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.1% |
| 7D | -0.8% | +21.3% | -22.2% | -1.8% |
| 30D | +1.0% | +90.8% | -89.8% | -2.2% |
| 3M | -0.7% | -6.8% | +6.1% | -1.9% |
| 6M | -5.1% | -39.8% | +34.7% | -5.5% |
| YTD | -4.3% | -55.7% | +51.4% | -4.6% |
| 1Y | -0.6% | -92.7% | +92.1% | +6.9% |
| All | +30.8% | -85.2% | +116.0% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling