-3.9%
EXPE vs MSTU
-90.8%
+86.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -12.9% | +13.4% | +0.8% |
| 7D | -4.2% | -23.0% | +18.8% | -3.5% |
| 30D | -4.5% | -47.7% | +43.2% | -3.2% |
| 3M | -19.7% | +12.5% | -32.2% | -20.4% |
| 6M | +18.3% | -76.1% | +94.4% | +21.3% |
| YTD | -7.3% | -75.5% | +68.2% | -8.8% |
| 1Y | -3.9% | -90.1% | +86.2% | -6.0% |
| All | -3.9% | -90.8% | +86.9% | -6.0% |
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