+15.8%
XLU vs MSTU
-87.2%
+103.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.3% | -1.1% |
| 7D | +0.6% | +12.9% | -12.3% | +0.5% |
| 30D | -0.4% | +68.3% | -68.8% | -1.1% |
| 3M | -1.7% | +0.4% | -2.1% | -2.0% |
| 6M | -7.1% | -41.5% | +34.4% | -7.0% |
| YTD | +1.9% | -61.7% | +63.6% | +2.2% |
| 1Y | +6.1% | -93.7% | +99.8% | +8.6% |
| All | +15.8% | -87.2% | +103.0% | +20.8% |
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