+29.7%
XLF vs MSTU
-88.1%
+117.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.8% | +6.5% | -0.1% |
| 7D | -2.9% | -22.0% | +19.1% | -2.1% |
| 30D | -1.6% | +60.3% | -61.9% | -3.8% |
| 3M | +9.3% | -3.7% | +13.0% | +8.1% |
| 6M | +14.6% | -45.2% | +59.8% | +14.6% |
| YTD | +4.7% | -64.3% | +69.0% | +5.1% |
| 1Y | +8.6% | -94.0% | +102.7% | +16.1% |
| All | +29.7% | -88.1% | +117.8% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling