+47.6%
XOP vs MSTU
-92.8%
+140.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | -0.8% |
| 7D | +2.6% | +21.3% | -18.8% | +2.4% |
| 30D | +15.4% | +90.8% | -75.4% | +14.5% |
| 3M | +12.1% | -6.8% | +18.8% | +12.3% |
| 6M | +19.7% | -39.8% | +59.5% | +20.3% |
| YTD | +52.4% | -55.7% | +108.1% | +52.6% |
| 1Y | +47.6% | -92.7% | +140.2% | +57.0% |
| All | +47.6% | -92.8% | +140.3% | +57.0% |
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