+49.9%
XLE vs MSTU
-88.0%
+137.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +10.3% | -15.1% | -4.6% |
| 7D | -7.2% | -4.8% | -2.4% | -7.2% |
| 30D | +0.1% | -29.6% | +29.7% | -0.1% |
| 3M | +9.2% | +69.4% | -60.2% | +9.7% |
| 6M | +8.4% | -62.2% | +70.6% | +9.6% |
| YTD | +44.9% | -61.1% | +106.0% | +47.1% |
| 1Y | +49.9% | -87.2% | +137.0% | +55.5% |
| All | +49.9% | -88.0% | +137.8% | +55.5% |
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 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