+24.5%
XRT vs MSTU
-90.1%
+114.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.1% | +8.7% | +3.9% |
| 7D | +2.5% | -9.3% | +11.8% | +2.8% |
| 30D | +10.3% | -38.3% | +48.6% | +12.2% |
| 3M | +2.4% | +24.0% | -21.7% | -0.4% |
| 6M | +10.0% | -72.1% | +82.1% | +13.7% |
| YTD | +9.5% | -70.2% | +79.8% | +10.1% |
| 1Y | +17.2% | -89.6% | +106.8% | +23.7% |
| All | +24.5% | -90.1% | +114.6% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling