+97.9%
EXPE vs MSTZ
-99.2%
+197.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -0.4% |
| 7D | -11.5% | -23.6% | +12.1% | -12.3% |
| 30D | -13.1% | -60.7% | +47.7% | -16.3% |
| 3M | +18.1% | -58.3% | +76.4% | +15.4% |
| 6M | +13.3% | -60.0% | +73.3% | +11.6% |
| YTD | -3.2% | -75.2% | +72.0% | -4.7% |
| 1Y | +26.1% | -19.9% | +46.0% | +36.5% |
| All | +97.9% | -99.2% | +197.1% | +84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling