+37.3%
EXE vs MSTZ
-99.1%
+136.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.6% | -6.3% | +0.4% |
| 7D | -2.2% | +24.8% | -27.0% | -1.7% |
| 30D | -0.8% | -59.2% | +58.4% | -2.5% |
| 3M | +10.0% | -56.9% | +66.9% | +9.0% |
| 6M | -6.3% | -57.6% | +51.3% | -6.6% |
| YTD | -10.7% | -73.6% | +62.9% | -10.9% |
| 1Y | +2.7% | -15.6% | +18.2% | +8.0% |
| All | +37.3% | -99.1% | +136.4% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling