+99.3%
EXPE vs MSTZ
-99.2%
+198.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +8.2% | -16.1% | -7.5% |
| 7D | -9.8% | -25.4% | +15.6% | -10.6% |
| 30D | -11.5% | -60.9% | +49.4% | -14.8% |
| 3M | +21.7% | -54.2% | +75.9% | +19.6% |
| 6M | +10.4% | -65.0% | +75.4% | +8.0% |
| YTD | -2.5% | -76.5% | +74.0% | -4.3% |
| 1Y | +27.3% | -23.4% | +50.7% | +37.5% |
| All | +99.3% | -99.2% | +198.5% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling