+32.4%
XLI vs MSTU
-91.8%
+124.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -12.9% | +12.0% | -0.4% |
| 7D | +4.3% | -23.0% | +27.3% | +5.3% |
| 30D | +0.5% | -47.7% | +48.1% | +2.5% |
| 3M | -8.6% | +12.5% | -21.1% | -10.3% |
| 6M | -2.3% | -76.1% | +73.8% | +1.2% |
| YTD | +10.1% | -75.5% | +85.6% | +11.5% |
| 1Y | +11.0% | -90.1% | +101.1% | +16.3% |
| All | +32.4% | -91.8% | +124.2% | +30.9% |
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