+14.7%
XLF vs MSTU
-88.0%
+102.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.3% | -6.8% | +3.3% |
| 7D | +5.5% | -4.8% | +10.3% | +5.5% |
| 30D | +9.9% | -29.6% | +39.4% | +10.5% |
| 3M | +2.6% | +69.4% | -66.7% | +0.5% |
| 6M | +15.6% | -62.2% | +77.8% | +16.9% |
| YTD | +9.4% | -61.1% | +70.5% | +7.8% |
| 1Y | +14.7% | -87.2% | +101.9% | +16.2% |
| All | +14.7% | -88.0% | +102.7% | +16.2% |
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