+72.6%
XLK vs MSTU
-88.1%
+160.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.8% | +5.4% | -0.9% |
| 7D | -0.4% | -22.0% | +21.6% | +1.3% |
| 30D | -0.5% | +60.3% | -60.8% | -5.0% |
| 3M | +5.0% | -3.7% | +8.7% | +2.9% |
| 6M | +32.9% | -45.2% | +78.0% | +33.6% |
| YTD | +29.0% | -64.3% | +93.3% | +30.4% |
| 1Y | +37.8% | -94.0% | +131.9% | +55.8% |
| All | +72.6% | -88.1% | +160.7% | +77.2% |
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