+53.3%
XOP vs MSTU
-86.5%
+139.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.6% | +10.3% | +2.0% |
| 7D | +0.6% | +16.1% | -15.5% | -0.1% |
| 30D | +16.5% | +68.7% | -52.1% | +13.5% |
| 3M | +15.7% | -11.0% | +26.7% | +14.9% |
| 6M | +19.2% | -33.4% | +52.6% | +18.1% |
| YTD | +55.0% | -59.5% | +114.5% | +54.8% |
| 1Y | +54.2% | -93.4% | +147.5% | +68.6% |
| All | +53.3% | -86.5% | +139.7% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling