+58.4%
XLE vs MSTU
-92.2%
+150.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.0% | +6.0% | +1.1% |
| 7D | +5.4% | -25.8% | +31.2% | +5.9% |
| 30D | -3.9% | -43.9% | +39.9% | -3.3% |
| 3M | +7.0% | +2.9% | +4.1% | +5.8% |
| 6M | +14.2% | -75.5% | +89.7% | +16.4% |
| YTD | +48.2% | -76.7% | +124.9% | +49.1% |
| 1Y | +47.7% | -88.9% | +136.6% | +52.0% |
| All | +58.4% | -92.2% | +150.6% | +62.1% |
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