-4.6%
EXPE vs MSTZ
-51.1%
+46.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.6% | -9.7% | -1.9% |
| 7D | -11.2% | +21.1% | -32.3% | -10.5% |
| 30D | -7.5% | +40.1% | -47.5% | -6.5% |
| 3M | -19.1% | -66.1% | +47.0% | -20.0% |
| 6M | +10.7% | -20.7% | +31.5% | +12.6% |
| YTD | -9.9% | -78.6% | +68.7% | -12.3% |
| 1Y | -4.6% | -55.5% | +50.9% | -8.2% |
| All | -4.6% | -51.1% | +46.5% | -8.2% |
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