+50.7%
XOP vs MSTU
-85.2%
+135.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | -0.7% |
| 7D | +2.6% | +21.3% | -18.8% | +1.6% |
| 30D | +15.4% | +90.8% | -75.4% | +11.9% |
| 3M | +12.1% | -6.8% | +18.8% | +11.0% |
| 6M | +19.7% | -39.8% | +59.5% | +19.4% |
| YTD | +52.4% | -55.7% | +108.1% | +51.8% |
| 1Y | +47.6% | -92.7% | +140.2% | +60.8% |
| All | +50.7% | -85.2% | +135.9% | +50.8% |
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 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