+34.3%
XLI vs MSTU
-87.7%
+122.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.9% |
| 7D | -1.7% | -16.6% | +14.9% | -1.0% |
| 30D | -7.3% | +69.7% | -77.0% | -9.7% |
| 3M | -1.3% | -7.5% | +6.1% | -2.3% |
| 6M | +2.2% | -43.1% | +45.4% | +2.3% |
| YTD | +11.7% | -63.0% | +74.7% | +12.1% |
| 1Y | +14.3% | -93.8% | +108.0% | +22.8% |
| All | +34.3% | -87.7% | +122.0% | +31.7% |
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