+50.0%
EXPE vs MSTU
-88.0%
+138.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +10.3% | +0.2% | +10.3% |
| 7D | +14.6% | -4.8% | +19.5% | +14.7% |
| 30D | +21.4% | -29.6% | +51.0% | +21.9% |
| 3M | +1.4% | +69.4% | -68.0% | -0.7% |
| 6M | +28.6% | -62.2% | +90.9% | +30.3% |
| YTD | +12.1% | -61.1% | +73.2% | +9.8% |
| 1Y | +50.0% | -87.2% | +137.2% | +54.3% |
| All | +50.0% | -88.0% | +138.0% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling