+39.2%
XLK vs MSTU
-93.8%
+133.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +1.1% |
| 7D | +0.2% | -16.6% | +16.8% | +1.5% |
| 30D | -0.6% | +69.7% | -70.3% | -5.7% |
| 3M | +2.6% | -7.5% | +10.0% | +1.1% |
| 6M | +34.0% | -43.1% | +77.1% | +35.0% |
| YTD | +30.7% | -63.0% | +93.7% | +31.8% |
| 1Y | +39.2% | -93.8% | +133.0% | +61.0% |
| All | +39.2% | -93.8% | +133.0% | +61.0% |
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 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