+24.6%
EXE vs MSTU
-90.8%
+115.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.3% | +9.6% | +2.5% |
| 7D | -2.2% | -21.7% | +19.5% | -1.7% |
| 30D | -0.3% | -42.8% | +42.5% | +0.7% |
| 3M | -9.3% | +21.4% | -30.7% | -10.7% |
| 6M | -7.2% | -74.1% | +66.9% | -4.9% |
| YTD | -18.9% | -72.4% | +53.5% | -18.4% |
| 1Y | -21.7% | -90.1% | +68.4% | -18.4% |
| All | +24.6% | -90.8% | +115.4% | +14.1% |
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 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