+36.9%
EXE vs MSTZ
-99.2%
+136.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -1.5% |
| 7D | -2.7% | -23.6% | +20.8% | -3.1% |
| 30D | -0.4% | -60.7% | +60.4% | -2.1% |
| 3M | +9.5% | -58.3% | +67.7% | +8.4% |
| 6M | -9.3% | -60.0% | +50.7% | -9.7% |
| YTD | -10.9% | -75.2% | +64.3% | -11.3% |
| 1Y | +4.3% | -19.9% | +24.2% | +9.6% |
| All | +36.9% | -99.2% | +136.1% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling