-87.2%
MSTU vs EXEL
+92.4%
-179.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.6% | +9.7% | +10.1% |
| 7D | -4.8% | +9.8% | -14.6% | -8.7% |
| 30D | -29.6% | +23.6% | -53.2% | -35.9% |
| 3M | +69.4% | +29.9% | +39.5% | +50.0% |
| 6M | -62.2% | +64.7% | -127.0% | -70.6% |
| YTD | -61.1% | +66.0% | -127.0% | -71.0% |
| 1Y | -87.2% | +92.0% | -179.1% | -92.3% |
| All | -87.2% | +92.4% | -179.6% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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