+39.2%
EXE vs MSTZ
-99.2%
+138.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.2% | -7.9% | +0.5% |
| 7D | -1.8% | -25.4% | +23.6% | -2.3% |
| 30D | +6.4% | -60.9% | +67.3% | +4.5% |
| 3M | +9.2% | -54.2% | +63.4% | +8.6% |
| 6M | -7.0% | -65.0% | +58.0% | -7.7% |
| YTD | -9.5% | -76.5% | +67.0% | -10.0% |
| 1Y | +6.2% | -23.4% | +29.6% | +11.5% |
| All | +39.2% | -99.2% | +138.4% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling