+43.4%
XLK vs MSTU
-92.8%
+136.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.9% |
| 7D | +0.9% | +21.3% | -20.5% | -1.0% |
| 30D | +0.7% | +90.8% | -90.1% | -5.2% |
| 3M | -2.9% | -6.8% | +3.8% | -4.4% |
| 6M | +34.3% | -39.8% | +74.1% | +34.6% |
| YTD | +30.4% | -55.7% | +86.1% | +29.9% |
| 1Y | +43.4% | -92.7% | +136.0% | +63.5% |
| All | +43.4% | -92.8% | +136.1% | +63.5% |
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