+38.8%
EXE vs MSTU
-85.2%
+124.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.1% |
| 7D | -0.3% | +21.3% | -21.6% | -0.9% |
| 30D | +8.5% | +90.8% | -82.4% | +6.2% |
| 3M | +5.5% | -6.8% | +12.2% | +4.9% |
| 6M | -5.9% | -39.8% | +33.9% | -5.8% |
| YTD | -9.7% | -55.7% | +46.0% | -9.7% |
| 1Y | +3.6% | -92.7% | +96.2% | +10.2% |
| All | +38.8% | -85.2% | +124.0% | +26.3% |
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 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