+42.9%
XOP vs MSTU
-90.6%
+133.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.6% |
| 7D | +0.5% | -27.7% | +28.2% | +1.4% |
| 30D | -7.3% | -40.3% | +33.0% | -6.1% |
| 3M | +1.4% | +26.4% | -25.0% | -1.2% |
| 6M | +7.8% | -75.7% | +83.5% | +11.5% |
| YTD | +44.5% | -71.9% | +116.4% | +44.9% |
| 1Y | +37.0% | -89.3% | +126.3% | +44.2% |
| All | +42.9% | -90.6% | +133.6% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling