-88.4%
MSTU vs EXEL
+107.6%
-196.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.5% | -5.3% | -6.3% |
| 7D | -22.0% | -2.9% | -19.1% | -21.3% |
| 30D | +60.3% | +11.9% | +48.4% | +55.5% |
| 3M | -3.7% | +9.2% | -12.9% | -5.9% |
| 6M | -45.2% | +39.1% | -84.3% | -50.0% |
| YTD | -64.3% | +31.0% | -95.3% | -67.1% |
| 1Y | -94.0% | +52.3% | -146.4% | -94.7% |
| All | -88.4% | +107.6% | -196.0% | -87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling