+38.7%
EXPE vs MSTZ
-29.5%
+68.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.6% |
| 7D | -9.5% | -29.7% | +20.2% | -10.0% |
| 30D | -6.6% | -65.3% | +58.7% | -8.9% |
| 3M | +31.4% | -57.3% | +88.7% | +29.8% |
| 6M | +35.2% | -61.6% | +96.8% | +32.9% |
| YTD | +5.8% | -78.3% | +84.1% | +3.3% |
| 1Y | +38.7% | -30.2% | +68.9% | +50.3% |
| All | +38.7% | -29.5% | +68.1% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling