+36.9%
EXE vs MSTU
-87.2%
+124.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -1.5% |
| 7D | -2.7% | +12.9% | -15.6% | -3.1% |
| 30D | -0.4% | +68.3% | -68.7% | -2.2% |
| 3M | +9.5% | +0.4% | +9.1% | +8.6% |
| 6M | -9.3% | -41.5% | +32.2% | -9.2% |
| YTD | -10.9% | -61.7% | +50.8% | -10.6% |
| 1Y | +4.3% | -93.7% | +98.0% | +11.4% |
| All | +36.9% | -87.2% | +124.1% | +25.1% |
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