+88.2%
EXPE vs MSTU
-89.5%
+177.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -4.8% |
| 7D | -9.3% | -4.3% | -5.1% | -9.0% |
| 30D | +0.1% | -34.6% | +34.7% | +1.9% |
| 3M | -15.3% | +39.0% | -54.4% | -18.4% |
| 6M | +5.5% | -70.5% | +76.0% | +9.2% |
| YTD | -8.0% | -68.6% | +60.7% | -7.8% |
| 1Y | +18.9% | -88.6% | +107.5% | +26.5% |
| All | +88.2% | -89.5% | +177.7% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling