+14.8%
XRT vs MSTU
-86.5%
+101.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.6% | +6.5% | -1.8% |
| 7D | -0.3% | +16.1% | -16.4% | -1.2% |
| 30D | -5.6% | +68.7% | -74.3% | -8.6% |
| 3M | +2.5% | -11.0% | +13.5% | +1.5% |
| 6M | +3.7% | -33.4% | +37.0% | +2.9% |
| YTD | +1.0% | -59.5% | +60.5% | +1.0% |
| 1Y | -1.2% | -93.4% | +92.2% | +7.5% |
| All | +14.8% | -86.5% | +101.3% | +11.3% |
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