+3.6%
EXE vs MSTU
-92.8%
+96.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.1% |
| 7D | -0.3% | +21.3% | -21.6% | -0.4% |
| 30D | +8.5% | +90.8% | -82.4% | +7.8% |
| 3M | +5.5% | -6.8% | +12.2% | +6.0% |
| 6M | -5.9% | -39.8% | +33.9% | -5.1% |
| YTD | -9.7% | -55.7% | +46.0% | -9.2% |
| 1Y | +3.6% | -92.7% | +96.2% | +14.4% |
| All | +3.6% | -92.8% | +96.3% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling