+45.3%
XOP vs MSTU
-88.0%
+133.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +10.3% | -16.7% | -6.3% |
| 7D | -10.5% | -4.8% | -5.7% | -10.5% |
| 30D | -4.3% | -29.6% | +25.2% | -4.3% |
| 3M | +4.7% | +69.4% | -64.7% | +4.3% |
| 6M | -0.1% | -62.2% | +62.2% | +1.3% |
| YTD | +43.8% | -61.1% | +104.9% | +44.4% |
| 1Y | +45.3% | -87.2% | +132.4% | +51.5% |
| All | +45.3% | -88.0% | +133.2% | +51.5% |
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