-86.8%
MSTU vs EXEL
+108.5%
-195.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.3% | -6.4% | -8.0% |
| 7D | +16.1% | +1.4% | +14.8% | +15.9% |
| 30D | +68.7% | +6.7% | +62.0% | +65.7% |
| 3M | -11.0% | +11.5% | -22.5% | -13.6% |
| 6M | -33.4% | +38.8% | -72.2% | -39.2% |
| YTD | -59.5% | +31.6% | -91.1% | -62.7% |
| 1Y | -93.4% | +53.0% | -146.4% | -94.1% |
| All | -86.8% | +108.5% | -195.3% | -85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling