+48.3%
XLE vs MSTU
-92.8%
+141.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.9% |
| 7D | +2.2% | +21.3% | -19.1% | +2.3% |
| 30D | +11.8% | +90.8% | -79.0% | +12.0% |
| 3M | +9.8% | -6.8% | +16.6% | +10.5% |
| 6M | +15.6% | -39.8% | +55.4% | +16.3% |
| YTD | +45.3% | -55.7% | +100.9% | +46.5% |
| 1Y | +48.3% | -92.7% | +141.0% | +51.3% |
| All | +48.3% | -92.8% | +141.1% | +51.3% |
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