+18.1%
XLY vs MSTU
-88.1%
+106.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.8% | +6.3% | 0.0% |
| 7D | -3.9% | -22.0% | +18.2% | -2.5% |
| 30D | -6.1% | +60.3% | -66.4% | -9.7% |
| 3M | -1.2% | -3.7% | +2.6% | -3.0% |
| 6M | -1.8% | -45.2% | +43.4% | -1.6% |
| YTD | -5.9% | -64.3% | +58.4% | -5.1% |
| 1Y | -3.1% | -94.0% | +90.9% | +8.9% |
| All | +18.1% | -88.1% | +106.2% | +22.1% |
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