+97.9%
EXPE vs MSTU
-87.2%
+185.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.4% |
| 7D | -11.5% | +12.9% | -24.4% | -12.3% |
| 30D | -13.1% | +68.3% | -81.4% | -16.3% |
| 3M | +18.1% | +0.4% | +17.8% | +16.0% |
| 6M | +13.3% | -41.5% | +54.8% | +12.8% |
| YTD | -3.2% | -61.7% | +58.5% | -3.2% |
| 1Y | +26.1% | -93.7% | +119.8% | +40.4% |
| All | +97.9% | -87.2% | +185.1% | +94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling