+30.2%
XLF vs MSTU
-87.2%
+117.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.2% |
| 7D | -1.0% | +12.9% | -13.9% | -1.6% |
| 30D | -1.3% | +68.3% | -69.6% | -3.7% |
| 3M | +9.1% | +0.4% | +8.8% | +7.8% |
| 6M | +14.4% | -41.5% | +55.9% | +14.2% |
| YTD | +5.1% | -61.7% | +66.8% | +5.2% |
| 1Y | +8.6% | -93.7% | +102.3% | +15.9% |
| All | +30.2% | -87.2% | +117.4% | +26.3% |
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 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