+12.3%
XLI vs MSTU
-90.4%
+102.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | -0.2% |
| 7D | +3.8% | -25.8% | +29.6% | +4.6% |
| 30D | +1.0% | -43.9% | +44.9% | +2.4% |
| 3M | -8.9% | +2.9% | -11.8% | -9.7% |
| 6M | -2.3% | -75.5% | +73.2% | +1.2% |
| YTD | +9.7% | -76.7% | +86.4% | +10.5% |
| 1Y | +12.3% | -88.9% | +101.3% | +14.3% |
| All | +12.3% | -90.4% | +102.7% | +14.3% |
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 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