+36.6%
XLI vs MSTU
-85.2%
+121.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.5% |
| 7D | -1.1% | +21.3% | -22.4% | -2.0% |
| 30D | -5.9% | +90.8% | -96.8% | -8.8% |
| 3M | -0.3% | -6.8% | +6.5% | -1.2% |
| 6M | +0.1% | -39.8% | +40.0% | +0.1% |
| YTD | +13.6% | -55.7% | +69.3% | +13.3% |
| 1Y | +17.2% | -92.7% | +109.9% | +25.2% |
| All | +36.6% | -85.2% | +121.8% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling